Numerical methods for conservation laws with rough flux
DOI10.1007/s40072-019-00145-7zbMath1437.35485arXiv1802.00708MaRDI QIDQ2303986
Kenneth Hvistendahl Karlsen, Nils Henrik Risebro, E. B. Storrøsten, Håkon Hoel
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
