Theoretical analysis of a finite-volume scheme for a stochastic Allen-Cahn problem with constraint

The aim of this contribution is to address the convergence study of a time and space approximation scheme for an Allen-Cahn problem with constraint and perturbed by a multiplicative noise of Itô type. The problem is set in a bounded domain of ${\mathbb{R}}^d$ (with $d=2$ or $3$) and homogeneous Neumann boundary conditions are considered. The employed strategy consists in building a numerical scheme on a regularized version à la Moreau-Yosida of the constrained problem, and passing to the limit simultaneously with respect to the regularization parameter and the time and space steps, denoted respectively by $\epsilon$, $\mathrm{\Delta }t$ and $h$. Combining a semi-implicit Euler-Maruyama time discretization with a Two-Point Flux Approximation (TPFA) scheme for the spatial variable, one is able to prove, under the assumption $\mathrm{\Delta }t=\mathcal{O}({\epsilon }^{2+\theta })$ for a positive $\theta$, the convergence of such a $(\epsilon ,\mathrm{\Delta }t,h)$ scheme towards the unique weak solution of the initial problem, $\mathit{\text{a}}\mathit{\text{priori}}$ strongly in $L^2(\mathrm{\Omega };L^2(0,T;L^2(\mathrm{\Lambda })))$ and $\mathit{\text{a}}\mathit{\text{posteriori}}$ also strongly in $L^p(0,T;L^2(\mathrm{\Omega }\times \mathrm{\Lambda }))$ for any finite $p\ge 1$.