On the rate of convergence of a numerical scheme for Fractional conservation laws with noise

Abstract

AbstractWe consider a semidiscrete finite volume scheme for a degenerate fractional conservation law driven by a cylindrical Wiener process. Making use of the bounded variation (BV) estimates, and a clever adaptation of classical Kružkov theory, we provide estimates on the rate of convergence for approximate solutions to degenerate fractional problems. The main difficulty stems from the degenerate fractional operator and requires a significant departure from the existing strategy to establish Kato’s type of inequality. Indeed, recasting the mathematical framework recently developed in Bhauryal et al. (2021, J. Differential Equations, 284, 433–521), we establish such Kato’s type of inequality for a finite volume scheme. Finally, as an application of this theory, we demonstrate numerical convergence rates.