Finite volume schemes for hyperbolic balance laws with multiplicative noise

DOI10.1016/j.apnum.2011.01.011zbMath1241.65013OpenAlexW2095125584MaRDI QIDQ412315

Ilja Kröker, Christian Rohde

Publication date: 4 May 2012

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2011.01.011

zbMATH Keywords

maximum principleconvergencenumerical resultsconservation lawsBrownian motionfinite volume schemessemidiscretizationstochastic partial differential equationcompensated compactnessmultiplicative noisestochastic entropy solutiontotal-variation estimates

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

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Cites Work

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• Finite Volume Methods for Hyperbolic Problems
• Stochastic Equations in Infinite Dimensions

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