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math.AP2014
On the convergence rate of finite difference methods for degenerate convection-diffusion equations in several space dimensions
Kenneth Hvistendahl Karlsen, Nils Henrik Risebro, Erlend Briseid Storrøsten
We analyze upwind difference methods for strongly degenerate convection-diffusion equations in several spatial dimensions. We prove that the local -error between the exact and…
math.AP2014
Conservation laws driven by Lévy white noise
Imran H. Biswas, Kenneth H. Karlsen, Ananta K. Majee
We consider multidimensional conservation laws perturbed by multiplicative Lévy noise. We establish existence and uniqueness results for entropy solutions. The entropy inequalities…