Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise
DOI10.1051/m2an/2022087zbMath1515.60231arXiv2203.09851OpenAlexW4280501545MaRDI QIDQ6041050
Caroline Bauzet, Unnamed Author, Unnamed Author, Flore Nabet
Publication date: 25 May 2023
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.09851
convergence analysisvariational approachstochastic heat equationfinite-volume methodstochastic compactness methodmultiplicative Lipschitz noise
Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Analysis of a fractional-step scheme for the \(\mathbf P_1\) radiative diffusion model
- Stochastic ferromagnetism. Analysis and numerics
- Stochastic partial differential equations: an introduction
- Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
- Functional analysis, Sobolev spaces and partial differential equations
- A density result in Sobolev spaces.
- Convergence of a finite volume scheme for a stochastic conservation law involving a \(Q\)-Brownian motion
- Stochastically forced compressible fluid flows
- Martingale and stationary solutions for stochastic Navier-Stokes equations
- Existence of strong solutions for Itô's stochastic equations via approximations
- Stochastic calculus. An introduction through theory and exercises
- Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation
- Local martingale and pathwise solutions for an abstract fluids model
- Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise
- Numerical approximation of stochastic conservation laws on bounded domains
- A Relation Between Pointwise Convergence of Functions and Convergence of Functionals
- Weak order for the discretization of the stochastic heat equation
- Discrete duality finite volume schemes for Leray−Lions−type elliptic problems on general 2D meshes
- H-Convergence and Numerical Schemes for Elliptic Problems
- Well-posedness for nonlinear SPDEs with strongly continuous perturbation
- Space-Time Approximation of Stochastic $p$-Laplace-Type Systems
- Convergence of a Finite-Volume Scheme for a Heat Equation with a Multiplicative Stochastic Force
- Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation
- Stochastic Equations in Infinite Dimensions
- Probability Theory with Applications
- Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation
- A fully discrete approximation of the one-dimensional stochastic heat equation
- Nonlinear partial differential equations with applications
- Stochastic evolution equations
This page was built for publication: Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise