Convergence of a finite volume scheme for a stochastic conservation law involving a Q-Brownian motionReport as inadecuate




Convergence of a finite volume scheme for a stochastic conservation law involving a Q-Brownian motion - Download this document for free, or read online. Document in PDF available to download.

1 The University of Tokyo 2 Université Paris-Sud 3 LM-Orsay - Laboratoire de Mathématiques d-Orsay

Abstract : We study a time explicit finite volume method with Godunov scheme for a rst order conservation law with a multiplicative source term involving a Q-Wiener process. We present some a priori estimates including a weak BV estimate. After performing a time interpolation, we prove two entropy inequalities for the discrete solution and show that it converges up to a subsequence to a stochastic measure-valued entropy solution of the conservation law in the sense of Young measures. Some numerical simulations are presented in the case of the stochastic Burgers equation.





Author: Tadahisa Funaki - Yueyuan Gao - Danielle Hilhorst -

Source: https://hal.archives-ouvertes.fr/



DOWNLOAD PDF




Related documents