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arXiv · 1708.03134

Convergence of a flux-splitting finite volume scheme for conservation laws driven by L\'{e}vy noise

Ananta K. Majee
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Abstract

We explore numerical approximation of multidimensional stochastic balance laws driven by multiplicative L\'{e}vy noise via flux- splitting finite volume method. The convergence of the approximations is proved towards the unique entropy solution of the underlying problem.

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Ananta K. Majee. 2017-08-10. Convergence of a flux-splitting finite volume scheme for conservation laws driven by L\'{e}vy noise. https://arxiv.org/abs/1708.03134

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