Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws (Q4452161)

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scientific article; zbMATH DE number 2041058
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Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
scientific article; zbMATH DE number 2041058

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    Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws (English)
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    12 February 2004
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    stochastic particle method
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    convergence
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    nonlinear martingale problem
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    weakly interacting particles
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    propagation of chaos
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    conservation laws
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    numerical examples
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    Romberg extrapolation
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    error bounds
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