Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise

Ananta K. Majee

Applied Mathematics and Computation, 2018, vol. 338, issue C, 676-697

Abstract: We explore numerical approximation of multidimensional stochastic balance laws driven by multiplicative Lévy noise via flux- splitting finite volume method. The convergence of the approximations is proved towards the unique entropy solution of the underlying problem.

Keywords: Conservation laws; Lévy noise; Stochastic entropy solution; Young measures; Kruzkov's entropy; Finite volume scheme (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:338:y:2018:i:c:p:676-697

DOI: 10.1016/j.amc.2018.06.019

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