Numerical methods for conservation laws with rough flux
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Publication:2303986
DOI10.1007/s40072-019-00145-7zbMath1437.35485arXiv1802.00708MaRDI QIDQ2303986
Håkon Hoel, E. B. Storrøsten, Kenneth Hvistendahl Karlsen, Nils Henrik Risebro
Publication date: 6 March 2020
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.00708
convergence; finite difference method; rough time-dependent flux; pathwise entropy solution; stochastic conservation law; stochastic numerics
35L65: Hyperbolic conservation laws
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
35A35: Theoretical approximation in context of PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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