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math.NA2023
On a finite-volume approximation of a diffusion-convection equation with a multiplicative stochastic force
Caroline Bauzet, Kerstin Schmitz, Aleksandra Zimmermann
We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise…
math.NA2023
Finite Volume Approximations for Non-Linear Parabolic Problems with Stochastic Forcing
Caroline Bauzet, Flore Nabet, Kerstin Schmitz +1
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 excep…