An explicit scheme for stochastic Allen-Cahn equations with space-time white noise near the sharp interface limit
This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $ε\to 0$, where the small parameter $ε$ is the diffuse interface thickness. We propose an explicit and easily implementable exponential integrator with a modified nonlinearity for the...