On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments
DOI10.1007/S00028-013-0215-1zbMATH Open1295.35313OpenAlexW2026693105MaRDI QIDQ2249902FDOQ2249902
Authors: Caroline Bauzet 
Publication date: 4 July 2014
Published in: Journal of Evolution Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00028-013-0215-1
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Dirichlet problemEuler schemesplitting methodstochastic PDEGodunov schemestochastic Burgers' equationKruzhkov's semi-entropyYoung's measures
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for first-order hyperbolic systems (35L50) First-order nonlinear hyperbolic equations (35L60) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60) Theoretical approximation in context of PDEs (35A35)
Cites Work
- Finite Volume Methods for Hyperbolic Problems
- Stochastic Equations in Infinite Dimensions
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- Approximation of some stochastic differential equations by the splitting up method
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- Stochastic scalar conservation laws
- Entropy solutions for nonlinear degenerate problems
- Invariant measures for Burgers equation with stochastic forcing
- Mathematical analysis of nonlinear models of petrol engineering
- The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation
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- Scalar conservation laws with stochastic forcing
- On nonlinear stochastic balance laws
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- The Cauchy problem for conservation laws with a multiplicative stochastic perturbation
- A Bhatnagar-Gross-Krook approximation to stochastic scalar conservation laws
- Existence and uniqueness of the entropy solution to a nonlinear hyperbolic equation
- On measure-valued solutions of the Cauchy problem for a first-order quasilinear equation
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- Finite volume schemes for hyperbolic balance laws with multiplicative noise
Cited In (9)
- Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise
- A Discontinuous Galerkin Method for Stochastic Conservation Laws
- On a stochastic first-order hyperbolic equation in a bounded domain
- Time-splitting approximation of the Cauchy problem for a stochastic conservation law
- Convergence of a finite volume scheme for a stochastic conservation law involving a \(Q\)-Brownian motion
- Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic gray-Scott equations
- Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation
- Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
- Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation
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