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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