A finite volume scheme for fractional conservation laws driven by Lévy noise

DOI10.1007/978-3-031-38271-0_60OpenAlexW4385434977MaRDI QIDQ6178895

Neeraj Bhauryal

Publication date: 16 January 2024

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-38271-0_60

zbMATH Keywords

finite volume schemeLévy noisefractional conservation laws

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Perturbations in context of PDEs (35B20) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

Cites Work

• Finite volume schemes for hyperbolic balance laws with multiplicative noise
• Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
• The Cauchy problem for fractional conservation laws driven by Lévy noise
• On numerical methods and error estimates for degenerate fractional convection-diffusion equations
• A finite difference scheme for conservation laws driven by Lévy noise
• Financial Modelling with Jump Processes
• Stochastic Partial Differential Equations with Levy Noise

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