Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: the higher dimensional case
Numerical Analysis
2022-11-09 v1 Numerical Analysis
Abstract
We consider fully discrete finite element approximation of the stochastic total variation flow equation (STVF) with linear multiplicative noise which was previously proposed in \cite{our_paper}. Due to lack of a discrete counterpart of stronger a priori estimates in higher spatial dimensions the original convergence analysis of the numerical scheme was limited to one spatial dimension, cf. \cite{stvf_erratum}. In this paper we generalize the convergence proof to higher dimensions.
Keywords
Cite
@article{arxiv.2211.04162,
title = {Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: the higher dimensional case},
author = {Ľubomír Baňas and Michael Röckner and André Wilke},
journal= {arXiv preprint arXiv:2211.04162},
year = {2022}
}