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Borel control and efficient numerical techniques to solve the Allen–Cahn equation governed by temporal multiplicative noise.

Authors :
Ahmed, Nauman
Macías-Díaz, Jorge E.
Yasin, Muhammad W.
Iqbal, Muhammad S.
Source :
International Journal of Computer Mathematics. Apr2024, p1-16. 16p. 6 Illustrations, 1 Chart.
Publication Year :
2024

Abstract

In this manuscript, we investigate a stochastic version of the Allen–Cahn equation, which is a nonlinear partial differential equation from mathematical physics. The stochastic model considers temporal multiplicative noise in the form of the derivative of the standard Wiener process. The existence and the uniqueness of solutions for this stochastic model is established rigorously using the theory of distributions. As a corollary from these analytical results, some <italic>a priori</italic> optimal estimates for the solutions of this model are constructed. In this work, we develop reliable numerical schemes which possess similar features as those of the solutions for the analytical model. Moreover, we establish mathematically the von Neumann stability and the consistency for the schemes proposed in this paper. Both the analytical and numerical results derived in this work are computationally verified through some simulations. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00207160
Database :
Academic Search Index
Journal :
International Journal of Computer Mathematics
Publication Type :
Academic Journal
Accession number :
176492421
Full Text :
https://doi.org/10.1080/00207160.2024.2340694