Time-splitting approximation of the Cauchy problem for a stochastic conservation law

DOI10.1016/J.MATCOM.2014.11.012MaRDI QIDQ2228682zbMATH OpenOpenAlexFDO

Authors Caroline Bauzet

Publication date 19 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2014.11.012

zbMATH Keywords

multiplicative noiseentropy solutionYoung measuresstochastic PDEtime-splitting methodItô integral

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

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Cites work

• scientific article; zbMATH DE number 410743 (Why is no real title available?)
• scientific article; zbMATH DE number 844885 (Why is no real title available?)
• Existence and uniqueness of the entropy solution to a nonlinear hyperbolic equation
• Finite volume schemes for hyperbolic balance laws with multiplicative noise
• On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments
• On measure-valued solutions of the Cauchy problem for a first-order quasilinear equation
• On nonlinear stochastic balance laws
• Scalar conservation laws with stochastic forcing
• Stochastic Equations in Infinite Dimensions
• Stochastic scalar conservation laws
• The Cauchy problem for conservation laws with a multiplicative stochastic perturbation
• The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation

Cited in

(6)

• Numerical methods for conservation laws with rough flux
• Homogenization of stochastic conservation laws with multiplicative noise
• Convergence of approximations to stochastic scalar conservation laws
• Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation
• Convergence of time-splitting approximations for degenerate convection-diffusion equations with a random source
• Path-dependent convex conservation laws

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