Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6423265 | Applied Numerical Mathematics | 2012 | 16 Pages |
Abstract
We consider finite volume schemes for a scalar stochastic balance law with multiplicative noise. For a class of monotone numerical fluxes we establish the pathwise convergence of a semi-discrete finite volume solution towards a stochastic entropy solution. Main tool is a stochastic version of the compensated compactness approach. The approach relies solely on Lp-estimates. It avoids the use of a maximum principle and total-variation estimates. These are typical tools in the deterministic case but are not available for the non-deterministic model.Numerical results illustrate the analytical findings.
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Physical Sciences and Engineering
Mathematics
Computational Mathematics
Authors
I. Kröker, C. Rohde,