Semi-discretization for Stochastic Scalar Conservation Laws with Multiple Rough Fluxes
DOI10.1137/15M1053670zbMath1345.60069arXiv1512.06056OpenAlexW2963166262WikidataQ60502711 ScholiaQ60502711MaRDI QIDQ5741063
Panagiotis E. Souganidis, Perthame, Benoît, Benjamin Gess
Publication date: 21 July 2016
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.06056
semi-discretizationkinetic formulationrough pathsstochastic scalar conservation lawstransport collapse
Hyperbolic conservation laws (35L65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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)
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