A Bhatnagar-Gross-Krook Approximation to Stochastic Scalar Conservation Laws

2013/05/28 by Hofmanova, Martina
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1305.6450

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 ε. In the next step, we investigate the limit as ε tends to 0 and show the convergence to the kinetic solution of the limit problem.

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