Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
From MaRDI portal
(Redirected from Publication:2108887)
Recommendations
- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
- Probabilistic gradient approximation for a viscous scalar conservation law in space dimension d≥2
- Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
- Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data
- A stochastic particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
Cites work
- A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
- Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures
- Atlas models of equity markets
- Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean
- Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
- scientific article; zbMATH DE number 4211245 (Why is no real title available?)
- scientific article; zbMATH DE number 1746020 (Why is no real title available?)
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data
- Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
- Optimal surviving strategy for drifted Brownian motions with absorption
- Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws
- Probabilistic approximation for a porous medium equation.
- Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law
- Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
- SPDE limit of the global fluctuations in rank-based models
- The small noise limit of order-based diffusion processes
- The stochastic Fubini theorem revisited
- Triple and simultaneous collisions of competing Brownian particles
- Weak quantitative propagation of chaos via differential calculus on the space of measures
Cited in
(8)- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
- A stochastic 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
- 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
- Chaos propagation in genetic algorithms: an optimal transport approach
- Error estimates for deterministic empirical approximations of probability measures
- Sign-Switched Antithetic Coupling for Signed Gradient-Particle Methods
This page was built for publication: Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108887)
