Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: the higher dimensional case
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We consider fully discrete finite element approximation of the stochastic total variation flow equation (STVF) with linear multiplicative noise which was previously proposed in <cit.>. 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. <cit.>. In this paper we generalize the convergence proof to higher dimensions.
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