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Yi-Ming Chen

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Preprint Sep 2026

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

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 matrix may depend on...

Yi-Ming Chen, Yun-Zhang Li, Yu-Long Xing · 1 citation · ⚡1
Preprint Sep 2026

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

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 allows nonlinear leadi...

Yi-Ming Chen, Yun-Zhang Li, Yu-Long Xing · 0 citations

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