Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation
نویسندگان
چکیده
We study here explicit flux-splitting finite volume discretizations of multi-dimensional nonlinear scalar conservation laws perturbed by a multiplicative noise with a given initial data in L(R). Under a stability condition on the time step, we prove the convergence of the finite volume approximation towards the unique stochastic entropy solution of the equation.
منابع مشابه
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
We study here the discretization by monotone finite volume schemes of multi-dimensional nonlinear scalar conservation laws forced by a multiplicative noise with a time and space dependent flux-function and a given initial data in L(R). After establishing the well-posedness theory for solutions of such kind of stochastic problems, we prove under a stability condition on the time step the converg...
متن کاملNumerical Investigation on Compressible Flow Characteristics in Axial Compressors Using a Multi Block Finite Volume Scheme
An unsteady two-dimensional numerical investigation was performed on the viscous flow passing through a multi-blade cascade. A Cartesian finite-volume approach was employed and it was linked to Van-Leer's and Roe's flux splitting schemes to evaluate inviscid flux terms. To prevent the oscillatory behavior of numerical results and to increase the accuracy, Monotonic Upstream Scheme for Conservat...
متن کاملThe comparison of two high-order semi-discrete central schemes for solving hyperbolic conservation laws
This work presents two high-order, semi-discrete, central-upwind schemes for computing approximate solutions of 1D systems of conservation laws. We propose a central weighted essentially non-oscillatory (CWENO) reconstruction, also we apply a fourth-order reconstruction proposed by Peer et al., and afterwards, we combine these reconstructions with a semi-discrete central-upwind numerical flux ...
متن کاملA total variation diminishing high resolution scheme for nonlinear conservation laws
In this paper we propose a novel high resolution scheme for scalar nonlinear hyperbolic conservation laws. The aim of high resolution schemes is to provide at least second order accuracy in smooth regions and produce sharp solutions near the discontinuities. We prove that the proposed scheme that is derived by utilizing an appropriate flux limiter is nonlinear stable in the sense of total varia...
متن کاملADER Schemes on Adaptive Triangular Meshes for Scalar Conservation Laws
ADER schemes are recent finite volume methods for hyperbolic conservation laws, which can be viewed as generalizations of the classical first order Godunov method to arbitrary high orders. In the ADER approach, high order polynomial reconstruction from cell averages is combined with high order flux evaluation, where the latter is done by solving generalized Riemann problems across cell interfac...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Comput.
دوره 85 شماره
صفحات -
تاریخ انتشار 2016