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

Abstract: We consider a semi-discrete finite volume scheme for a degenerate fractional conservation laws driven by a cylindrical Wiener process. Making use of the bounded variation (BV) estimates, Young measure theory, and a clever adaptation of classical Kruzkov theory, we provide estimates on the rate of convergence for approximate solutions to 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. Finally, as an application of this theory, we demonstrate numerical convergence rates.