Unconditionally stable monte carlo simulation for solving the multi-dimensional Allen-Cahn equation

被引:5
作者
Hwang, Youngjin [1 ]
Kim, Ildoo [1 ]
Kwak, Soobin [1 ]
Ham, Seokjun [1 ]
Kim, Sangkwon [1 ]
Kim, Junseok [1 ]
机构
[1] Korea Univ, Dept Math, Seoul 02841, South Korea
来源
ELECTRONIC RESEARCH ARCHIVE | 2023年 / 31卷 / 08期
关键词
Monte Carlo simulation; operator splitting method; unconditionally stable scheme; multi-dimensional Allen-Cahn equation; DIFFUSION; SCHEME; CURSE;
D O I
10.3934/era.2023261
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this study, we present an efficient and novel unconditionally stable Monte Carlo simulation (MCS) for solving the multi-dimensional Allen-Cahn (AC) equation, which can model the motion by mean curvature flow of a hypersurface. We use an operator splitting method, where the diffusion and nonlinear terms are solved separately. The diffusion term is calculated using MCS for the stochastic differential equation, while the nonlinear term is locally computed for each particle in a virtual grid. Several numerical experiments are presented to demonstrate the performance of the proposed algorithm. The computational results confirm that the proposed algorithm can solve the AC equation more efficiently as the dimension of space increases.
引用
收藏
页码:5104 / 5123
页数:20
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