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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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