Convergence analysis of a finite volume scheme for a stochastic Allen-Cahn problem
Aleksandra Zimmermann (Institute of Mathematics TU Clausthal), Caroline Bauzet, Cedric Sultan, Guy Vallet
We address the convergence analysis of a numerical scheme for an
Allen-Cahn problem with constraint and with a stochastic external force
given by a multiplicative noise of Itô type. The problem is set up in a
bounded spatial domain of dimension \(2\) or \(3\) and homogeneous Neumann boundary
conditions are considered.
We propose a time-space discretization, of semi-implicit Euler-Maruyama
type with respect to time and a Two-Point Flux Approximation (TPFA) with
respect to space for a regularized version of the constrained problem.
Under the assumption \(\Delta
t=\mathcal{O}(\epsilon^{2+\theta})\) for a positive \(\theta\) on the time parameter \(\Delta t\) and the regularization parameter
\(\epsilon\) we show the convergence
our scheme towards the unique variational solution of the problem.