Convergence of time-splitting approximations for degenerate convection-diffusion equations with a random source (Q2025326)

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Convergence of time-splitting approximations for degenerate convection-diffusion equations with a random source
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    Convergence of time-splitting approximations for degenerate convection-diffusion equations with a random source (English)
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    12 May 2021
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    In this paper authors propose a time-splitting method for degenerate convectionś-diffusion equations perturbed stochastically by white noise. This work generalizes previous results on splitting operator techniques for stochastic hyperbolic conservation laws for the degenerate parabolic case. The convergence in \(L_{\mathrm{loc}}^p\) of the time-splitting operator scheme to the unique weak entropy solution is proven. Moreover, we analyze the performance of the splitting approximation by computing its convergence rate and showing numerical simulations for some benchmark examples, including a luid low application in porous media.
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    time-splitting method
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    degenerate parabolic equations
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    multiplicative noise
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    convergence
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