Published March 20, 2012 | Version v1
Journal article

On the well-posedness of the stochastic Allen–Cahn equation in two dimensions

  • 1. Department of Mathematics, Simon Fraser University, 8888 University Drive, Burnaby, British Columbia, V5A 1S6 (Canada)
  • 2. Department of Mathematics and Statistics, McGill University, 805 Sherbrooke Street West, Montreal, Quebec, H3A 2K6 (Canada)

Description

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical systems in space dimensions d = 1, 2, 3. Whereas existence and uniqueness of weak solutions to these equations are well established in one dimension, the situation is different for d ⩾ 2. Despite their popularity in the applied sciences, higher dimensional versions of these SPDE models are generally assumed to be ill-posed by the mathematics community. We study this discrepancy on the specific example of the two dimensional Allen–Cahn equation driven by additive white noise. Since it is unclear how to define the notion of a weak solution to this equation, we regularize the noise and introduce a family of approximations. Based on heuristic arguments and numerical experiments, we conjecture that these approximations exhibit divergent behavior in the continuum limit. The results strongly suggest that shrinking the mesh size in simulations of the two-dimensional white noise-driven Allen–Cahn equation does not lead to the recovery of a physically meaningful limit.

Availability note (English)

Available from http://dx.doi.org/10.1016/j.jcp.2011.12.002

Additional details

Identifiers

DOI
10.1016/j.jcp.2011.12.002;
arXiv
arXiv:1104.0720v4;
PII
S0021-9991(11)00700-5;

Publishing Information

Journal Title
Journal of Computational Physics
Journal Volume
231
Journal Issue
6
Journal Page Range
p. 2537-2550
ISSN
0021-9991
CODEN
JCTPAH

Optional Information

Copyright
Copyright (c) 2011 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.