Convergence of a Operator Splitting Scheme for Fractional Conservation laws with Levy Noise

12/05/2022
by   Soumya Ranjan Behera, et al.
0

In this paper, we are concerned with a operator splitting scheme for linear fractional and fractional degenerate stochastic conservation laws driven by multiplicative Levy noise. More specifically, using a variant of classical Kruzkov's doubling of variable approach, we show that the approximate solutions generated by the splitting scheme converges to the unique stochastic entropy solution of the underlying problems.

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