A STOCHASTIC PARTICLE METHOD FOR THE SOLUTION OF A 1D VISCOUS SCALAR CONSERVATION LAW IN A BOUNDED INTERVAL
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Publication:2724978
DOI10.1515/mcma.2001.7.1-2.45zbMath0982.65009MaRDI QIDQ2724978
Mireille Bossy, Benjamin Jourdain
Publication date: 12 July 2001
Published in: mcma (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma.2001.7.1-2.45
convergence; numerical; nonlinear martingale problem; stochastic particle method; viscous scalar conservation law; Euler-Lépinge scheme
76M28: Particle methods and lattice-gas methods
35L65: Hyperbolic conservation laws
65C35: Stochastic particle methods