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arXiv 1601.02428math.AP
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随机平衡律的一种分裂方法分析

Analysis of a splitting method for stochastic balance laws

Erlend B. Storrøsten, Kenneth H. Karlsen

摘要:

我们分析了半离散分裂方法的守恒律驱动的半线性噪声项。利用分数$BV$估计,我们表明,分裂方法产生一个紧凑的序列的近似解收敛到精确解,作为时间步长$Δt \rightarrow 0$。在齐次噪声函数的假设下,并因此$BV$估计的可用性,我们提供了一个$L^1$误差估计。利用Kruzkov熵条件的推广,允许“Kruzkov常数”为Malliavin可微随机变量,建立了$Δt$中$\frac13$阶的$L^1$收敛速度.

英文摘要:

We analyze a semi-discrete splitting method for conservation laws driven by a semilinear noise term. Making use of fractional $BV$ estimates, we show that the splitting method produces a compact sequence of approximate solutions converging to the exact solution, as the time step $Δt \rightarrow 0$. Under the assumption of a homogenous noise function, and thus the availability of $BV$ estimates, we provide an $L^1$ error estimate. Bringing into play a generalization of Kruzkov's entropy condition, permitting the "Kruzkov constants" to be Malliavin differentiable random variables, we establish an $L^1$ convergence rate of order $\frac13$ in $Δt$.

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