Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data
From MaRDI portal
(Redirected from Publication:321609)
Initial value problems for first-order hyperbolic systems (35L45) Hyperbolic conservation laws (35L65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Dynamic continuum models (systems of particles, etc.) in time-dependent statistical mechanics (82C21)
Abstract: Brenier and Grenier [SIAM J. Numer. Anal., 1998] proved that sticky particle dynamics with a large number of particles allow to approximate the entropy solution to scalar one-dimensional conservation laws with monotonic initial data. In [arXiv:1501.01498], we introduced a multitype version of this dynamics and proved that the associated empirical cumulative distribution functions converge to the viscosity solution, in the sense of Bianchini and Bres-san [Ann. of Math. (2), 2005], of one-dimensional diagonal hyperbolic systems with monotonic initial data of arbitrary finite variation. In the present paper, we analyse the L 1 error of this approximation procedure, by splitting it into the discretisation error of the initial data and the non-entropicity error induced by the evolution of the particle system. We prove that the error at time t is bounded from above by a term of order (1 + t)/n, where n denotes the number of particles, and give an example showing that this rate is optimal. We last analyse the additional error introduced when replacing the multitype sticky particle dynamics by an iterative scheme based on the typewise sticky particle dynamics, and illustrate the convergence of this scheme by numerical simulations.
Recommendations
- Signed sticky particles and 1D scalar conservation laws
- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
- A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data
- Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
- Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
Cites work
- scientific article; zbMATH DE number 1231034 (Why is no real title available?)
- scientific article; zbMATH DE number 980395 (Why is no real title available?)
- scientific article; zbMATH DE number 839284 (Why is no real title available?)
- A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data
- An efficient algorithm for determining the convex hull of a finite planar set
- Another efficient algorithm for convex hulls in two dimensions
- Duality solutions for pressureless gases, monotone scalar conservation laws, and uniqueness
- Finding the convex hull of a sorted point set in parallel
- Finite Volume Methods for Hyperbolic Problems
- Generalized variational principles, global weak solutions and behavior with random initial data for systems of conservation laws arising in adhesion particle dynamics
- Non-existence and non-uniqueness for multidimensional sticky particle systems
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Optimal Transport
- Signed sticky particles and 1D scalar conservation laws
- Sticky Particles and Scalar Conservation Laws
- Vanishing viscosity solutions of nonlinear hyperbolic systems
Cited in
(4)- A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data
- Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures
- Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
- Signed sticky particles and 1D scalar conservation laws
This page was built for publication: Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q321609)
