题目：Strong Convergence Rate of a Semi-Implicit Scheme for Allen-Cahn Equation Driven By Multiplicative Noise

报告人：黄灿 副教授 （厦门大学）

时间：2023年10月26日 10：00-11:00

地点：致远楼103室

摘要：In this talk, I shall consider a fully discrete scheme for stochastic Allen-Cahn equation in a multi-dimensional setting. Our method uses a polynomial based spectral method in space, and alleviates a restriction of Fourier spectral method for stochastic partial differential equations pointed out by Jentzen, Kloeden and Winkel [Ann. Appl. Probab. 21 (2011), pp. 908–950]. The discretization in time is a tamed semi-implicit scheme which treats the nonlinear term explicitly while being unconditionally stable. Under regular assumptions which are usually made for SPDEs, we establish strong convergence rates in the one spatial dimension for our fully discrete scheme.

报告人简介：黄灿，厦门大学亚洲必赢国际437副教授，2011年于美国Wayne State University获得博士学位，2011-2013年于美国Michigan State University从事博士后工作，博士后出站后受聘于厦门大学亚洲必赢国际437。黄灿的研究方向为微分方程数值解、随机偏微分方程数值解，创新成果发表在SIAM. J. Numer. Anal., IMA. J. Numer. Anal., J. Comp. Phys., J. Sci. Comput. Adv. Comput. Math.等多个国际计算数学权威期刊上。欢迎广大师生踊跃参加

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