A Discontinuous Galerkin Method for Stochastic Conservation Laws

DOI10.1137/19M125710XMaRDI QIDQ5208732zbMATH OpenOpenAlexWikidataFDO

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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• Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
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• Finite volume schemes for hyperbolic balance laws with multiplicative noise
• Local and global existence of smooth solutions for the stochastic Euler equations with multiplicative noise
• Numerical approximation of stochastic conservation laws on bounded domains
• On a Cell Entropy Inequality for Discontinuous Galerkin Methods
• On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments
• On nonlinear stochastic balance laws
• Runge-Kutta methods for Itô stochastic differential equations with scalar noise
• Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
• Scalar conservation laws with stochastic forcing
• Stochastic Euler equations on the torus
• Stochastic Navier--Stokes Equations for Turbulent Flows
• Stochastic scalar conservation laws
• TVB Runge-Kutta Local Projection Discontinuous Galerkin Finite Element Method for Conservation Laws II: General Framework
• TVB Runge-Kutta local projection discontinuous Galerkin finite element method for conservation laws. III: One-dimensional systems
• The Cauchy problem for conservation laws with a multiplicative stochastic perturbation
• The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation
• The Runge-Kutta Local Projection Discontinuous Galerkin Finite Element Method for Conservation Laws. IV: The Multidimensional Case
• The Runge-Kutta discontinuous Galerkin method for conservation laws. I: Multidimensional systems

Cited in

(14)

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

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