Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
The authors are concerned with the discretization by monotone finite volume schemes of multi-dimensional nonlinear scalar conservation laws forced by a multiplicative noise featuring a time- and space-dependent flux-function and a given initial data in \(L^2({\mathbb R}^d)\). The well-posedness of solutions is established together with the convergence of the finite volume approximation under a suitable stability condition.
scientific article; zbMATH DE number 6680201
scientific article