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

Sylvain Dotti; Julien Vovelle

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arXiv · 1611.00983

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

Sylvain Dotti·Julien Vovelle

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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.

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Sylvain Dotti, Julien Vovelle. 2016-11-03. Convergence of the Finite Volume Method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation. https://arxiv.org/abs/1611.00983

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