Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
Résumé
We study here the discretization by monotone finite volume schemes of multi-dimensional nonlinear scalar conservation laws forced by a multiplicative noise with a time and space dependent flux-function and a given initial data in $L^{2}(\R^d)$. After establishing the well-posedness theory for solutions of such kind of stochastic problems, we prove under a stability condition on the time step the convergence of the finite volume approximation towards the unique stochastic entropy solution of the equation.
Origine : Fichiers produits par l'(les) auteur(s)
Loading...