CONVERGENCE OF FLUX-SPLITTING FINITE VOLUME SCHEMES FOR HYPERBOLIC SCALAR CONSERVATION LAWS WITH A MULTIPLICATIVE STOCHASTIC PERTURBATION

被引：18

作者：

Bauzet, C. ^{[1
]}

Charrier, J. ^{[1
]}

Gallouet, T. ^{[1
]}

机构：

[1] Aix Marseille Univ, CNRS, Cent Marseille, I2M,UMR 7373, F-13453 Marseille, France

来源：

MATHEMATICS OF COMPUTATION | 2016年 / 85卷 / 302期

关键词：

Stochastic PDE; first-order hyperbolic equation; Ito integral; multiplicative noise; finite volume method; flux-splitting scheme; Engquist-Osher scheme; Lax-Friedrichs scheme; upwind scheme; Young measures; Kruzhkov smooth entropy; CAUCHY-PROBLEM; EQUATION;

D O I：

10.1090/mcom/3084

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Here, we study explicit flux-splitting finite volume discretizations of multi-dimensional nonlinear scalar conservation laws perturbed by a multiplicative noise with a given initial data in L-2(R-d). Under a stability condition on the time step, we prove the convergence of the finite volume approximation towards the unique stochastic entropy solution of the equation.

引用

页码：2777 / 2813

页数：37

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