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A Fully Discrete Local Discontinuous Galerkin Method for Quasilinear Stochastic Convection-Diffusion-Type Equations

Chen, Yiming et al.
arXiv (All) · Papers
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numerical-analysis
In this paper, we develop and analyze a fully discrete local discontinuous Galerkin (LDG) method with IMEX-Euler time discretization for a class of multi-dimensional quasilinear stochastic convection-diffusion-type equations driven by multiplicative $\mathcal Q$-Wiener noise. The leading diffusion m
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