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FMSP Lectures
Seminar information archive ～04/18｜Next seminar｜Future seminars 04/19～
2015/10/20
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Danielle Hilhorst (CNRS / University of Paris-Sud)
Existence of an entropy solution in the sense of Young measures for a first order conservation law with a stochastic source term (ENGLISH)
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Hilhorst151020.pdf
Danielle Hilhorst (CNRS / University of Paris-Sud)
Existence of an entropy solution in the sense of Young measures for a first order conservation law with a stochastic source term (ENGLISH)
[ Abstract ]
We consider a finite volume scheme for a first order conservation law with a monotone flux function and a multiplicative source term involving a Q-Wiener process. We define a stochastic entropy solution in the sense of Young measures. We present some a priori estimates for the discrete solution including a weak BV estimate. After performing a time interpolation, we prove two entropy inequalities and show that the discrete solution converges along a subsequence to an entropy solution in the sense of Young measures.
This is joint work with T. Funaki, Y. Gao and H. Weber.
[ Reference URL ]We consider a finite volume scheme for a first order conservation law with a monotone flux function and a multiplicative source term involving a Q-Wiener process. We define a stochastic entropy solution in the sense of Young measures. We present some a priori estimates for the discrete solution including a weak BV estimate. After performing a time interpolation, we prove two entropy inequalities and show that the discrete solution converges along a subsequence to an entropy solution in the sense of Young measures.
This is joint work with T. Funaki, Y. Gao and H. Weber.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Hilhorst151020.pdf
