Semi-discretization for Stochastic Scalar Conservation Laws with Multiple Rough Fluxes
نویسندگان
چکیده
منابع مشابه
Semi-discretization for Stochastic Scalar Conservation Laws with Multiple Rough Fluxes
We develop a semi-discretization approximation for scalar conservation laws with multiple rough time dependence in inhomogeneous fluxes. The method is based on Brenier’s transportcollapse algorithm and uses characteristics defined in the setting of rough paths. We prove strong L-convergence for inhomogeneous fluxes and provide a rate of convergence for homogeneous one’s. The approximation schem...
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ژورنال
عنوان ژورنال: SIAM Journal on Numerical Analysis
سال: 2016
ISSN: 0036-1429,1095-7170
DOI: 10.1137/15m1053670