A posteriori estimates for the stochastic total variation flow

DOI10.1137/21M1447982zbMATH Open1501.65064arXiv2110.08002OpenAlexW3205128529MaRDI QIDQ5043627FDOQ5043627

Authors: Ľubomír Baňas, André Wilke 

Publication date: 6 October 2022

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: We derive a posteriori error estimates for a fully discrete time-implicit finite element approximation of the stochastic total variaton flow (STVF) with additive space time noise. The estimates are first derived for an implementable fully discrete approximation of a regularized stochastic total variation flow. We then show that the derived a posteriori estimates remain valid for the unregularized flow up to a perturbation term that can be controlled by the regularization parameter. Based on the derived a posteriori estimates we propose a pathwise algorithm for the adaptive space-time refinement and perform numerical simulation for the regularized STVF to demonstrate the behavior of the proposed algorithm.

Full work available at URL: https://arxiv.org/abs/2110.08002

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zbMATH Keywords

a posteriori estimatesfinite element approximationstochastic total variation flow

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for variational inequalities and related problems (65K15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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Cited In (3)

• Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow
• Total variation flow perturbed by gradient linear multiplicative noise
• Robust a posteriori estimates for the stochastic Cahn-Hilliard equation

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