Weak error analysis for the stochastic Allen-Cahn equation
@article{Breit2022WeakEA, title={Weak error analysis for the stochastic Allen-Cahn equation}, author={Dominic Breit and Andreas Prohl}, journal={ArXiv}, year={2022}, volume={abs/2210.02051} }
. We prove strong rate resp. weak rate O ( τ ) for a structure preserving temporal discretization (with τ the step size) of the stochastic Allen-Cahn equation with additive resp. multiplicative colored noise in d = 1 , 2 , 3 dimensions. Direct variational arguments exploit the one-sided Lipschitz property of the cubic nonlinearity in the first setting to settle first order strong rate. It is the same property which allows for uniform bounds for the derivatives of the solution of the related…
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