Some stochastic particle methods for nonlinear parabolic PDEs

DOI10.1051/proc:2005019zbMath1090.65008OpenAlexW2130123435MaRDI QIDQ3375310

Mireille Bossy

Publication date: 7 March 2006

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc:2005019

zbMATH Keywords

convergenceFokker-Planck equationnumerical examplesNavier-Stokes equationturbulent flowsPrandtl equationRomberg extrapolationMcKean-Vlasov equationstochstic differential equationsPrandtl equationsviscous scalar conservation law

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Statistical turbulence modeling (76F55) Navier-Stokes equations (35Q30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

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