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Research Article | Open Access

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

Youngjin HwangIldoo KimSoobin KwakSeokjun HamSangkwon KimJunseok Kim( )
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
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Abstract

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.

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Electronic Research Archive
Pages 5104-5123

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Cite this article:
Hwang Y, Kim I, Kwak S, et al. Unconditionally stable monte carlo simulation for solving the multi-dimensional Allen–Cahn equation. Electronic Research Archive, 2023, 31(8): 5104-5123. https://doi.org/10.3934/era.2023261

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Received: 13 April 2023
Revised: 27 June 2023
Accepted: 04 July 2023
Published: 15 August 2023
©2023 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)