Numerical approximation of stochastic conservation laws on bounded domains

DOI10.1051/M2AN/2016020zbMATH Open1368.65007OpenAlexW2255175844MaRDI QIDQ2963769FDOQ2963769

Authors: Julia Charrier, Caroline Bauzet, T. Gallouët 

Publication date: 21 February 2017

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/m2an/2016020

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zbMATH Keywords

convergenceconservation lawDirichlet boundary conditionsfinite volume methodmultiplicative noisemonotone schemesstochastic PDEstochastic entropy solutionfirst-order hyperbolic equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) First-order nonlinear hyperbolic equations (35L60) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Cited In (14)

• Stochastic conservation laws: weak-in-time formulation and strong entropy condition
• On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity
• A Discontinuous Galerkin Method for Stochastic Conservation Laws
• On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments
• Statistical solutions of hyperbolic systems of conservation laws: Numerical approximation
• On a stochastic nonlocal conservation law in a bounded domain
• A Simple Approximate Random Choice Method for Scalar Conservation Laws
• A finite volume method for scalar conservation laws with stochastic time-space dependent flux functions
• Convergence of a finite volume scheme for a stochastic conservation law involving a \(Q\)-Brownian motion
• Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation
• A Bhatnagar-Gross-Krook approximation to stochastic scalar conservation laws
• Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation
• Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise
• High-resolution schemes for stochastic nonlinear conservation laws

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