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The high-order approximation of SPDEs with multiplicative noise via amplitude equations.

Authors :
Qu, Shiduo
Gao, Hongjun
Source :
Communications in Nonlinear Science & Numerical Simulation. May2024, Vol. 132, pN.PAG-N.PAG. 1p.
Publication Year :
2024

Abstract

The aim of this paper is to investigate the high-order approximation of a class of SPDEs with cubic nonlinearity driven by multiplicative noise with the help of the amplitude equations. The highlight of our work is the provision of approximate solutions with enhanced accuracy. Precisely, previous researches primarily concentrated on deriving approximate solutions via the first-order amplitude equations. However, this paper constructs approximate solutions by utilizing both first-order and second-order amplitude equations. And, we rigorously prove that such approximate solutions enjoy improved convergence property. To further illustrate our demonstration intuitively, we apply our main theorem to stochastic Allen–Cahn equation and present a numerical analysis. • The high-order amplitude equations of SPDEs with multiplicative noise is obtained. • The provision of approximate solutions with enhanced accuracy is given. • The approximate solutions enjoy improved convergence property is rigorously proved. • Applications and numerical analysis to stochastic Allen–Cahn equation are presented. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10075704
Volume :
132
Database :
Academic Search Index
Journal :
Communications in Nonlinear Science & Numerical Simulation
Publication Type :
Periodical
Accession number :
176034370
Full Text :
https://doi.org/10.1016/j.cnsns.2024.107937