Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval (Q1872309)
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scientific article; zbMATH DE number 1906100
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| English | Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval |
scientific article; zbMATH DE number 1906100 |
Statements
Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval (English)
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6 May 2003
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reflected stochastic processes
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nonlinear martingale problem
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Euler discretization scheme
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weak convergence rate
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0.9498081207275392
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0.8776102662086487
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0.8552960157394409
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0.8283647894859314
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