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Communication Dans Un Congrès Année : 2023

Finite Volume Approximations for Non-Linear Parabolic Problems with Stochastic Forcing

Résumé

We propose a two-point flux approximation finite-volume scheme for a stochastic non-linear parabolic equation with a multiplicative noise. The time discretization is implicit except for the stochastic noise term in order to be compatible with stochastic integration in the sense of Itô. We show existence and uniqueness of solutions to the scheme and the appropriate measurability for stochastic integration follows from the uniqueness of approximate solutions.
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Dates et versions

hal-04045380 , version 1 (24-03-2023)

Identifiants

Citer

Caroline Bauzet, Flore Nabet, Kerstin Schmitz, Aleksandra Zimmermann. Finite Volume Approximations for Non-Linear Parabolic Problems with Stochastic Forcing. Finite Volumes for Complex Applications 10 (FVCA10), Université de Strasbourg, Oct 2023, Strasbourg, France. pp.157-166, ⟨10.1007/978-3-031-40864-9_10⟩. ⟨hal-04045380⟩
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