A Discontinuous Galerkin Method for Stochastic Conservation Laws

DOI10.1137/19M125710XOpenAlexW3000353884WikidataQ126398282 ScholiaQ126398282MaRDI QIDQ5208732FDOQ5208732

Authors:

Publication date: 10 January 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m125710x

zbMATH Keywords

discontinuous Galerkin methoderror estimatesstability analysismultiplicative stochastic noiseItô formulanonlinear stochastic conservation laws

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited In (14)

• A high-order numerical method for BSPDEs with applications to mathematical finance
• The regularised inertial Dean–Kawasaki equation: discontinuous Galerkin approximation and modelling for low-density regime
• An LDG method for stochastic Cahn-Hilliard type equation driven by general multiplicative noise involving second-order derivative
• A posteriori error analysis for random scalar conservation laws using the stochastic Galerkin method
• A symplectic discontinuous Galerkin full discretization for stochastic Maxwell equations
• Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
• Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise
• Optimal error estimates of a discontinuous Galerkin method for stochastic Allen-Cahn equation driven by multiplicative noise
• An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations
• Error estimates of local discontinuous Galerkin method with implicit-explicit Runge Kutta for two-phase miscible flow in porous media
• Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise
• Application of an implicit scheme of the discontinuous Galerkin method to solving gas dynamics problems on NVIDIA graphic accelerators
• A local discontinuous Galerkin method for nonlinear parabolic SPDEs
• Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations

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