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High-Moment Stability and Error Analysis of a Fully Discrete LDG-IMEX Method for High Dimensional Nonlinear Stochastic Convection-Diffusion Equations

Chen, Yiming et al.
arXiv (All) · Papers
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65m60numerical-analysisprobability
A fully discrete local discontinuous Galerkin (LDG) method coupled with an implicit-explicit (IMEX) Euler time discretization is presented and analyzed for a class of high dimensional nonlinear stochastic convection-diffusion equations driven by multiplicative $\mathcal Q$-Wiener noise. The model al
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