Numerical methods for conservation laws with rough flux
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Publication:2303986
DOI10.1007/s40072-019-00145-7zbMath1437.35485arXiv1802.00708OpenAlexW2963072926MaRDI QIDQ2303986
Håkon Hoel, E. B. Storrøsten, Kenneth Hvistendahl Karlsen, Nils Henrik Risebro
Publication date: 6 March 2020
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.00708
convergencefinite difference methodrough time-dependent fluxpathwise entropy solutionstochastic conservation lawstochastic numerics
Hyperbolic conservation laws (35L65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Theoretical approximation in context of PDEs (35A35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (4)
Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations ⋮ Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift ⋮ Long-time behavior of stochastic Hamilton-Jacobi equations ⋮ A class of positive semi-discrete Lagrangian-Eulerian schemes for multidimensional systems of hyperbolic conservation laws
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