COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION

DOI10.1515/MCMA.1997.3.2.113zbMATH Open0962.65075OpenAlexW1985332117MaRDI QIDQ4359739FDOQ4359739

Authors: Mireille Bossy, S. Piperno, Loula Fezoui 

Publication date: 15 December 1997

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1997.3.2.113

Recommendations

• A stochastic particle method for the McKean-Vlasov and the Burgers equation
• The finite volume method for stochastic Burgers equation
• On the numerical integration of Burgers' equation by stochastic simulation methods
• Convergence of a Random Walk Method for the Burgers Equation
• Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation

zbMATH Keywords

numerical examplesBurgers equationconservation lawcomparison of methodsMcKean-Vlasov equationstochastic particle methodfinite volume deterministic method

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic particle methods (65C35) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Cited In (12)

• Convergence of a Random Walk Method for the Burgers Equation
• Method of particles with weights for Burgers equation
• Numerical study of interacting particles approximation for integro-differential equations
• Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
• Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
• Convergence of a stochastic particle approximation for fractional scalar conservation laws
• The finite volume method for stochastic Burgers equation
• Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law
• Two-step MacCormack method for statistical moments of a stochastic Burger's equation
• A stabilized FEM formulation with discontinuity-capturing for solving Burgers'-type equations at high Reynolds numbers
• Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
• Iterative multilevel particle approximation for McKean-Vlasov SDEs

This page was built for publication: COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4359739)