Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
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Publication:2108887
DOI10.1214/21-AAP1776MaRDI QIDQ2108887FDOQ2108887
Authors: O. Bencheikh, Benjamin Jourdain 
Publication date: 20 December 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.11237
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Cited In (5)
- A stochastic particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
- Large Sample Mean-Field Stochastic Optimization
- Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law
- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
- Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data
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