Article Dans Une Revue Mathematics of Computation Année : 2016

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

Résumé

We study here 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.

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hal-00958427 , version 1 (12-03-2014)
hal-00958427 , version 2 (10-04-2016)

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Caroline Bauzet, Julia Charrier, Thierry Gallouët. Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation. Mathematics of Computation, 2016, ⟨10.1090/mcom/3084⟩. ⟨hal-00958427v2⟩
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