Convergence of the Finite Volume Method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation - Archive ouverte HAL Access content directly
Journal Articles Stochastics and Partial Differential Equations: Analysis and Computations Year : 2019

Convergence of the Finite Volume Method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation

Abstract

We prove the convergence of the explicit-in-time Finite Volume method with monotone fluxes for the approximation of scalar first-order conservation laws with multiplicative, compactly supported noise.
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Dates and versions

hal-01391073 , version 1 (03-11-2016)
hal-01391073 , version 2 (21-07-2017)
hal-01391073 , version 3 (29-08-2017)
hal-01391073 , version 4 (09-07-2019)

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Sylvain Dotti, Julien Vovelle. Convergence of the Finite Volume Method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation. Stochastics and Partial Differential Equations: Analysis and Computations, In press. ⟨hal-01391073v4⟩
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