We prove strong rate resp. weak rate ${\mathcal O}(\tau)$ for a structure preserving temporal discretization (with $\tau$ 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 Kolmogorov equation, and then leads to weak rate ${\mathcal O}(\tau)$ in the presence of multiplicative noise. Hence, we obtain twice the rate of convergence known for the strong error in the presence of multiplicative noise.
翻译:我们证明,一个结构保持Allen-Cahn等式的暂时分解(以阶梯大小$$tau$),配有添加式复式。多倍彩色噪声,以1美元=1,2,3美元维度计算。直接变式辩论利用了在首次设定第一线以稳定第一线高利率时单向的不线性立方体特性。同样的属性允许相关科尔莫戈洛夫等式的衍生物的统一界限,然后导致在出现倍倍倍倍增噪音时,以美元=#mathcal O}(\tou)的低利率。因此,我们获得了在多倍增性噪声出现时已知的强差差差两倍的趋同率。