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Convergence of an Operator Splitting Scheme for Fractional Conservation Laws with Lévy Noise

  • Soumya Ranjan Behera and Ananta K. Majee ORCID logo EMAIL logo

Abstract

In this paper, we are concerned with an operator-splitting scheme for linear fractional and fractional degenerate stochastic conservation laws driven by multiplicative Lévy noise. More specifically, using a variant of the classical Kružkov doubling of variables approach, we show that the approximate solutions generated by the splitting scheme converge to the unique stochastic entropy solution of the underlying problems. Finally, the convergence analysis is illustrated by several numerical examples.

MSC 2020: 65M12; 60H15; 65C30; 60H35

Award Identifier / Grant number: IFA18-MA119

Funding statement: The first author would like to acknowledge the financial support of CSIR, India. The second author is supported by the Department of Science and Technology, Govt. of India – the INSPIRE fellowship (IFA18-MA119).

Acknowledgements

The authors wish to thank Prof. Ujjwal Koley for his valuable discussions and suggestions.

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Received: 2023-07-31
Revised: 2024-02-02
Accepted: 2024-03-12
Published Online: 2024-04-03

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