Convergence of the Finite Volume Method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation

Sylvain Dotti (1) , Julien Vovelle (2)

1 LATP - Laboratoire d'Analyse, Topologie, Probabilités
2 ICJ - Institut Camille Jordan

We prove the convergence of the explicit-in-time Finite Volume method with monotone fluxes for the approximation of scalar first-order conservation laws with multiplicative, compactly supported noise.

Keywords: kinetic formulation; Finite Volume Method; stochastic scalar conservation law

Domains: Analysis of PDEs [math.AP]; Numerical Analysis [math.NA]; Probability [math.PR]

Sylvain Dotti, Julien Vovelle. Convergence of the Finite Volume Method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation. 2016. ⟨hal-01391073v2⟩