Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-time white noise-driven stochastic PDEs with polynomial nonlinearities $F$ such that $F(\pm \infty)=\mp \infty$) by a fully discrete space-time explicit finite difference scheme. The consensus in literature, supported by rigorous lower bounds, is that strong convergence rate $1/2$ with respect to the parabolic grid meshsize is expected to be optimal. We show that one can reach almost sure convergence rate $1$ (and no better) when measuring the error in appropriate negative Besov norms, by temporarily `pretending' that the SPDE is singular.
翻译:考虑用完全离散的空间时间明显的有限差异方案来近似Allen-Cahn型方程式(即1+1美元-一维空间时的白色噪音驱动的多球非线性电动PDES $F$(pm\infty)\ mp\ infty$) 。文献中的共识得到严格较低的界限的支持,即相对于抛物线网格网格网格尺寸而言,强烈的趋同率1/2美元预期是最佳的。我们表明,在用适当的负贝索夫规范衡量错误时,通过临时“预先设定”SPDE是单数,可以几乎肯定地达到1美元(而不是更好 ) 的趋同率。