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research article

Numerical methods for conservation laws with rough flux

Hoel, H.  
•
Karlsen, K. H.
•
Risebro, N. H.
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March 1, 2020
Stochastics And Partial Differential Equations-Analysis And Computations

Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with flux functions driven by low-regularity paths. For a convex flux, it is demonstrated that driving path oscillations may lead to "cancellations" in the solution. Making use of this property, we show that for alpha-Holder continuous paths the convergence rate of the numerical methods can improve from O(COST-gamma), for some gamma is an element of [alpha/(12 - 8 alpha), alpha/(10 - 6 alpha)], with alpha is an element of (0, 1), to O(COST-min(1/4,alpha/2)). Numerical examples support the theoretical results.

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Type
research article
DOI
10.1007/s40072-019-00145-7
Web of Science ID

WOS:000514663400005

Author(s)
Hoel, H.  
Karlsen, K. H.
Risebro, N. H.
Storrosten, E. B.
Date Issued

2020-03-01

Published in
Stochastics And Partial Differential Equations-Analysis And Computations
Volume

8

Issue

1

Start page

186

End page

261

Subjects

Mathematics, Applied

•

Statistics & Probability

•

Mathematics

•

stochastic conservation law

•

rough time-dependent flux

•

pathwise entropy solution

•

finite difference method

•

convergence

•

stochastic numerics

•

degenerate parabolic equations

•

partial-differential-equations

•

finite-element methods

•

volume schemes

•

approximation

•

systems

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
CSQI  
Available on Infoscience
March 5, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/166989
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