Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: the higher dimensional case
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 ourpaper. 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. stvferratum. In this paper we generalize the convergence proof to higher dimensions.
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