Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data

DOI10.3934/DCDS.2016015zbMATH Open1416.65393arXiv1507.01085OpenAlexW2963664679MaRDI QIDQ321609FDOQ321609

Authors: Julien Reygner, Benjamin Jourdain 

Publication date: 14 October 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1507.01085

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zbMATH Keywords

rate of convergencehyperbolic systemsmultitype sticky particle dynamics

Mathematics Subject Classification ID

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)

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Cited In (4)

• A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data
• Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
• Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures
• Signed sticky particles and 1D scalar conservation laws

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