Some stochastic particle methods for nonlinear parabolic PDEs

DOI10.1051/proc:2005019zbMath1090.65008MaRDI QIDQ3375310

Mireille Bossy

Publication date: 7 March 2006

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc:2005019

zbMATH Keywords

convergence; Fokker-Planck equation; numerical examples; Navier-Stokes equation; turbulent flows; Prandtl equation; Romberg extrapolation; McKean-Vlasov equation; stochstic differential equations; Prandtl equations; viscous scalar conservation law

Mathematics Subject Classification ID

35K60: Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations

76F55: Statistical turbulence modeling

35Q30: Navier-Stokes equations

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations

65C35: Stochastic particle methods

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