Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
نویسندگان
چکیده
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 convergence of the finite volume approximation towards the unique stochastic entropy solution of the equation.
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