Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: the higher dimensional case

Ľubomír Baňas, Michael Röckner, André Wilke

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.

Knowledge Graph

arrow_drop_up

Comments

Sign up or login to leave a comment