Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation

Abstract

We are interested in multi-dimensional nonlinear scalar conservation laws forced by a multiplicative stochastic noise with a general time and space dependent flux-function. We address simultaneously theoretical and numerical issues in a general framework and consider a larger class of flux functions in comparison to the one in the literature. We establish existence and uniqueness of a stochastic entropy solution together with the convergence of a finite volume scheme. The novelty of this paper is the use of a numerical approximation (instead of a viscous one) in order to get, both, the existence and the uniqueness of solutions. The quantitative bounds in our uniqueness result constitute a preliminary step toward the establishment of strong error estimates. We also provide an [Formula: see text] stability result for the stochastic entropy solution.