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...