This website requires JavaScript.

On rate of convergence of finite difference scheme for degenerate parabolic-hyperbolic PDE with Levy noise

Soumya Ranjan BeheraAnanta K. Majee
Dec 2022
摘要
In this article, we consider a semi discrete finite difference scheme for adegenerate parabolic-hyperbolic PDE driven by L\'evy noise in one spacedimension. Using bounded variation estimations and a variant of classicalKru\v{z}kov's doubling of variable approach, we prove that expected value ofthe $L^1$-difference between the unique entropy solution and approximatesolution converges at a rate of $(\Delta x)^\frac{1}{7}$, where $\Delta x$ isthe spatial mesh size.
展开全部
图表提取

暂无人提供速读十问回答

论文十问由沈向洋博士提出,鼓励大家带着这十个问题去阅读论文,用有用的信息构建认知模型。写出自己的十问回答,还有机会在当前页面展示哦。

Q1论文试图解决什么问题?
Q2这是否是一个新的问题?
Q3这篇文章要验证一个什么科学假设?
0
被引用
笔记
问答