English

Convergence of approximations to stochastic scalar conservation laws

Analysis of PDEs 2017-08-31 v4 Probability

Abstract

We develop a general framework for the analysis of approximations to stochastic scalar conservation laws. Our aim is to prove, under minimal consistency properties and bounds, that such approximations are converging to the solution to a stochastic scalar conservation law. The weak probabilistic convergence mode is convergence in law, the most natural in this context. We use also a kinetic formulation and martingale methods. Our result is applied to the convergence of the Finite Volume Method in the companion paper [15].

Keywords

Cite

@article{arxiv.1611.00984,
  title  = {Convergence of approximations to stochastic scalar conservation laws},
  author = {Sylvain Dotti and Julien Vovelle},
  journal= {arXiv preprint arXiv:1611.00984},
  year   = {2017}
}

Comments

Fixed typos