A Bhatnagar-Gross-Krook Approximation to Stochastic Scalar Conservation Laws
Analysis of PDEs
2013-05-29 v1 Probability
Abstract
We study a BGK-like approximation to hyperbolic conservation laws forced by a multiplicative noise. First, we make use of the stochastic characteristics method and establish the existence of a solution for any fi xed parameter . In the next step, we investigate the limit as tends to 0 and show the convergence to the kinetic solution of the limit problem.
Keywords
Cite
@article{arxiv.1305.6450,
title = {A Bhatnagar-Gross-Krook Approximation to Stochastic Scalar Conservation Laws},
author = {Martina Hofmanova},
journal= {arXiv preprint arXiv:1305.6450},
year = {2013}
}