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math.AP2017
Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise
Ananta K. Majee
We explore numerical approximation of multidimensional stochastic balance laws driven by multiplicative Lévy noise via flux- splitting finite volume method. The convergence of the…
math.AP2017★ 39 cited
Optimal Strong Rates of Convergence for a Space-Time Discretization of the Stochastic Allen-Cahn Equation with multiplicative noise
Ananta K. Majee, Andreas Prohl
The stochastic Allen-Cahn equation with multiplicative noise involves the nonlinear drift operator . We use the fact that ${\…