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.Finally, the convergence analysis is illustrated by several numerical examples.
翻译:本文研究由乘性Lévy噪声驱动的线性分数阶和分数阶退化随机守恒律的算子分裂格式。具体而言,运用经典Kruzkov变量对偶方法的一种变体,我们证明了分裂格式生成的近似解收敛到原问题唯一的随机熵解。最后,通过若干数值算例验证了收敛性分析。