A Bhatnagar-Gross-Krook approximation to stochastic scalar conservation laws

DOI10.1214/14-AIHP610MaRDI QIDQ902880zbMATH OpenOpenAlexFDO

Authors Martina Hofmanová

Publication date 4 January 2016

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.6450, https://projecteuclid.org/euclid.aihp/1445432051

zbMATH Keywords

BGK modelkinetic solutionhydrodynamic limitstochastic scalar conservation lawsstochastic characteristics method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We study a BGK-like approximation to hyperbolic conservation laws forced by a multiplicative noise. First, we make use of the stochastic characteristics method and establish the existence of a solution for any fi xed parameter $varepsilon$. In the next step, we investigate the limit as $varepsilon$ tends to 0 and show the convergence to the kinetic solution of the limit problem.

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Cited in

(15)

• A priori estimates for rough PDEs with application to rough conservation laws
• A Discontinuous Galerkin Method for Stochastic Conservation Laws
• On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments
• On the Boltzmann equation with stochastic kinetic transport: global existence of renormalized martingale solutions
• Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics
• Scalar conservation laws with rough flux and stochastic forcing
• Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case
• A Simple Approximate Random Choice Method for Scalar Conservation Laws
• Convergence of a finite volume scheme for a stochastic conservation law involving a \(Q\)-Brownian motion
• Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE
• Convergence of approximations to stochastic scalar conservation laws
• Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
• A Bhatnagar-Gross-Krook approximation to scalar conservation laws with discontinuous flux
• Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation
• Initial-boundary value problem for transport equations driven by rough paths

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