16 citations · 54 across the 17 of their papers we have counts for
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Correction to: Convergent numerical approximation of the stochastic total variation flow
Ľubomír Baňas, Michael Röckner, André Wilke
We correct two errors in our paper [4]. First error concerns the definition of the SVI solution, where a boundary term which arises due to the Dirichlet boundary condition, was not…
Convergent numerical approximation of the stochastic total variation flow with linear multiplicative noise: the higher dimensional case
Ľubomír Baňas, Michael Röckner, André Wilke
We consider fully discrete finite element approximation of the stochastic total variation flow equation (STVF) with linear multiplicative noise which was previously proposed in \ci…
Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow
Ľubomír Baňas, Martin Ondreját
We propose a fully practical numerical scheme for the simulation of the stochastic total variation flow (STFV). The approximation is based on a stable time-implicit finite element…
Robust a posteriori estimates for the stochastic Cahn-Hilliard equation
Ľubomír Baňas, Christian Vieth
We derive a posteriori error estimates for a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation. The a posteriori bound is obtained by a splitting…