Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law
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Publication:1872381
DOI10.1214/aoap/1015961167zbMath1013.60022OpenAlexW2055769422MaRDI QIDQ1872381
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1015961167
Hyperbolic conservation laws (35L65) Functional limit theorems; invariance principles (60F17) Stochastic particle methods (65C35)
Related Items (10)
On a stochastic nonlocal conservation law in a bounded domain ⋮ Numerical approximation of singular forward-backward SDEs ⋮ Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation ⋮ Long time behaviour and mean-field limit of Atlas models ⋮ Propagation of Chaos for a Class of First Order Models with Singular Mean Field Interactions ⋮ Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF ⋮ Convergence of a stochastic particle approximation for fractional scalar conservation laws ⋮ Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws ⋮ Signed sticky particles and 1D scalar conservation laws ⋮ Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
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