Convergence of a Random Walk Method for the Burgers Equation

DOI10.2307/2008486zbMath0669.65079OpenAlexW4246418436MaRDI QIDQ3823103

Stephen G. Roberts

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2008486

zbMATH Keywords

Burgers equationdiffusive termrandom walk methodnonlinear advection termviscous splitting algorithm

Mathematics Subject Classification ID

Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Partial differential equations of mathematical physics and other areas of application (35Q99) Applications to the sciences (65Z05) Diffusion and convection (76R99) Multiplicative functionals and Markov processes (60J57) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Rate of convergence of a particle method to the solution of the McKean-Vlasov equation ⋮ Incorporating physical constraints in a deep probabilistic machine learning framework for coarse-graining dynamical systems ⋮ A stochastic particle method for some one-dimensional nonlinear p.d.e ⋮ Random-vortex simulation of transient wall-driven flow in a rectangular enclosure ⋮ The gap-tooth method in particle simulations ⋮ Physics-Constrained, Data-Driven Discovery of Coarse-Grained Dynamics ⋮ Convergence of a random walk method for a partial differential equation ⋮ Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation

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