Time-splitting approximation of the Cauchy problem for a stochastic conservation law

DOI10.1016/j.matcom.2014.11.012OpenAlexW2002199015MaRDI QIDQ2228682

Caroline Bauzet

Publication date: 19 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2014.11.012

zbMATH Keywords

entropy solutionYoung measuresItô integralmultiplicative noisestochastic PDEtime-splitting method

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

Related Items (6)

Homogenization of stochastic conservation laws with multiplicative noise ⋮ Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation ⋮ Path-dependent convex conservation laws ⋮ Convergence of time-splitting approximations for degenerate convection-diffusion equations with a random source ⋮ Convergence of approximations to stochastic scalar conservation laws ⋮ Numerical methods for conservation laws with rough flux

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• On nonlinear stochastic balance laws
• The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation
• On measure-valued solutions of the Cauchy problem for a first-order quasilinear equation
• THE CAUCHY PROBLEM FOR CONSERVATION LAWS WITH A MULTIPLICATIVE STOCHASTIC PERTURBATION
• Stochastic Equations in Infinite Dimensions

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