Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation

DOI10.1090/mcom/3084zbMath1351.65003OpenAlexW2183184639MaRDI QIDQ5741492

Julia Charrier, Caroline Bauzet, Thierry Gallouet

Publication date: 25 July 2016

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/mcom/3084

zbMATH Keywords

stabilityconvergencefinite volume methodYoung measuresItô integralupwind schemeLax-Friedrichs schememultiplicative noisestochastic PDEstochastic entropy solutionEngquist-Osher schemefirst-order hyperbolic equationflux-splitting schemeKruzhkov smooth entropy

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

Related Items (11)

Convergence of a finite volume scheme for a stochastic conservation law involving a \(Q\)-Brownian motion ⋮ Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise ⋮ Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation ⋮ Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation ⋮ Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise ⋮ Path-dependent convex conservation laws ⋮ Convergence of approximations to stochastic scalar conservation laws ⋮ Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic gray-Scott equations ⋮ A Discontinuous Galerkin Method for Stochastic Conservation Laws ⋮ Numerical methods for conservation laws with rough flux ⋮ Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise

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