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

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摘要

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.

论文关键词：Conservation laws,Lévy noise,Stochastic entropy solution,Young measures,Kruzkov's entropy,Finite volume scheme,45K05,46S50,49L20,49L25,91A23,93E20

论文评审过程：Received 22 May 2017, Revised 13 April 2018, Accepted 11 June 2018, Available online 18 July 2018, Version of Record 18 July 2018.

论文官网地址：https://doi.org/10.1016/j.amc.2018.06.019