Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise (Q507018)
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scientific article; zbMATH DE number 6680201
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| English | Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise |
scientific article; zbMATH DE number 6680201 |
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Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise (English)
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3 February 2017
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The authors are concerned with the discretization by monotone finite volume schemes of multi-dimensional nonlinear scalar conservation laws forced by a multiplicative noise featuring a time- and space-dependent flux-function and a given initial data in \(L^2({\mathbb R}^d)\). The well-posedness of solutions is established together with the convergence of the finite volume approximation under a suitable stability condition.
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stochastic PDEs
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first-order hyperbolic equations
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Young measures
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monotone finite volume schemes
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nonlinear scalar conservation laws
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multiplicative noise
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convergence
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stability
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0.9355794
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