Convergence of a finite volume scheme for a stochastic conservation law involving a Q-Brownian motionReportar como inadecuado




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1 The University of Tokyo 2 Université Paris-Sud 3 LM-Orsay - Laboratoire de Mathématiques d-Orsay

Abstract : We study a time explicit finite volume method with Godunov scheme for a rst order conservation law with a multiplicative source term involving a Q-Wiener process. We present some a priori estimates including a weak BV estimate. After performing a time interpolation, we prove two entropy inequalities for the discrete solution and show that it converges up to a subsequence to a stochastic measure-valued entropy solution of the conservation law in the sense of Young measures. Some numerical simulations are presented in the case of the stochastic Burgers equation.





Autor: Tadahisa Funaki - Yueyuan Gao - Danielle Hilhorst -

Fuente: https://hal.archives-ouvertes.fr/



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