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

2016/11/03 by Sylvain Dotti, Dotti, Sylvain, Julien Vovelle +1
Earth and Planetary Sciences · Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #Analysis of PDEs (math.AP) #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Gas Dynamics and Kinetic Theory #Meteorological Phenomena and Simulations #Navier-Stokes equation solutions #Numerical Analysis (math.NA) #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.1611.00983

openalex publication_date 2016/11/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

Citations

• Analysis of a splitting method for stochastic balance laws

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