Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws (Q2108887): Difference between revisions

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English	Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws	scientific article

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scholarly article

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title

Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws (English)

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The Annals of Applied Probability

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publication date

20 December 2022

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full work available at URL

https://arxiv.org/abs/1910.11237

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zbMATH Keywords

propagation of chaos

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mean-field interaction

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rank-based model

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weak error analysis

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MaRDI profile type

MaRDI publication profile

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cites work

Atlas models of equity markets

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Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean

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Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures

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One-dimensional empirical measures, order statistics, and Kantorovich transport distances

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Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws

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Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation

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Weak quantitative propagation of chaos via differential calculus on the space of measures

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From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs

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Q4531968

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Probabilistic approximation for a porous medium equation.

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Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law

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Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF

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Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws

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Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation

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The small noise limit of order-based diffusion processes

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Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data

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SPDE limit of the global fluctuations in rank-based models

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A new approach to quantitative propagation of chaos for drift, diffusion and jump processes

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Triple and simultaneous collisions of competing Brownian particles

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Q3358031

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Optimal surviving strategy for drifted Brownian motions with absorption

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The stochastic Fubini theorem revisited

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ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS

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Identifiers

DOI

10.1214/21-AAP1776

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2108887

@@ Property / cites work @@
+Atlas models of equity markets
@@ Property / cites work: Atlas models of equity markets / rank @@
+Normal rank
@@ Property / cites work @@
+Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean
+Normal rank
@@ Property / cites work @@
+Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures
+Normal rank
@@ Property / cites work @@
+One-dimensional empirical measures, order                     statistics, and Kantorovich transport                     distances
+Normal rank
@@ Property / cites work @@
+Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
+Normal rank
@@ Property / cites work @@
+Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
+Normal rank
@@ Property / cites work @@
+Weak quantitative propagation of chaos via differential calculus on the space of measures
+Normal rank
@@ Property / cites work @@
+From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
+Normal rank
@@ Property / cites work @@
+Q4531968
@@ Property / cites work: Q4531968 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic approximation for a porous medium equation.
+Normal rank
@@ Property / cites work @@
+Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law
+Normal rank
@@ Property / cites work @@
+Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
+Normal rank
@@ Property / cites work @@
+Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws
+Normal rank
@@ Property / cites work @@
+Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
+Normal rank
@@ Property / cites work @@
+The small noise limit of order-based diffusion processes
+Normal rank
@@ Property / cites work @@
+Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data
+Normal rank
@@ Property / cites work @@
+SPDE limit of the global fluctuations in rank-based models
+Normal rank
@@ Property / cites work @@
+A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
+Normal rank
@@ Property / cites work @@
+Triple and simultaneous collisions of competing Brownian particles
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal surviving strategy for drifted Brownian motions with absorption
+Normal rank
@@ Property / cites work @@
+The stochastic Fubini theorem revisited
@@ Property / cites work: The stochastic Fubini theorem revisited / rank @@
+Normal rank
@@ Property / cites work @@
+ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
+Normal rank