dc.date.accessioned | 2018-02-13T13:24:38Z | |
dc.date.available | 2018-03-20T23:31:32Z | |
dc.date.created | 2018-01-05T15:02:05Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Storrøsten, Erlend Briseid Karlsen, Kenneth Hvistendahl . Analysis of a splitting method for stochastic balance laws. IMA Journal of Numerical Analysis. 2017 | |
dc.identifier.uri | http://hdl.handle.net/10852/60067 | |
dc.description.abstract | We analyse a semidiscrete splitting method for conservation laws driven by a semilinear noise term. Making use of fractional bounded variation (BV) estimates, we show that the splitting method generates approximate solutions converging to the exact solution, as the time step Δt→0 . Under the assumption of a homogenous noise function, and thus the availability of BV estimates, we provide an L1 -error estimate. Bringing into play a generalization of Kružkov’s entropy condition, permitting the ‘Kružkov constants’ to be Malliavin differentiable random variables, we establish an L1 -convergence rate of order 13 in Δt .
The final version of this research has been published in IMA Journal of Numerical Analysis. © 2017 Oxford University Press | en_US |
dc.language | EN | |
dc.publisher | Oxford | |
dc.title | Analysis of a splitting method for stochastic balance laws | en_US |
dc.type | Journal article | en_US |
dc.creator.author | Storrøsten, Erlend Briseid | |
dc.creator.author | Karlsen, Kenneth Hvistendahl | |
cristin.unitcode | 185,15,0,0 | |
cristin.unitname | Det matematisk-naturvitenskapelige fakultet | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 2 | |
dc.identifier.cristin | 1536795 | |
dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=IMA Journal of Numerical Analysis&rft.volume=&rft.spage=&rft.date=2017 | |
dc.identifier.jtitle | IMA Journal of Numerical Analysis | |
dc.identifier.doi | http://dx.doi.org/10.1093/imanum/drw075 | |
dc.identifier.urn | URN:NBN:no-62736 | |
dc.type.document | Tidsskriftartikkel | en_US |
dc.type.peerreviewed | Peer reviewed | |
dc.source.issn | 0272-4979 | |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/60067/1/stoch-opsplit.pdf | |
dc.type.version | AcceptedVersion | |
dc.relation.project | NFR/250674 | |