Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation

DOI10.1214/aoap/1034968229zbMath0860.60038OpenAlexW1990838746MaRDI QIDQ2564691

Publication date: 21 April 1997

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034968229

zbMATH Keywords

Burgers equation interacting particle systems stochastic particle methods

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Probabilistic methods, stochastic differential equations (65C99)

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