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arXiv · 2211.04162

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

Ľubomír Baňas·Michael Röckner·André Wilke
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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.

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Ľubomír Baňas, Michael Röckner, André Wilke. 2022-11-08. Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: the higher dimensional case. https://arxiv.org/abs/2211.04162

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