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

DOI10.1515/MCMA.1997.3.2.113MaRDI QIDQ4359739zbMATH OpenOpenAlexFDO

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

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)

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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
• Iterative multilevel particle approximation for McKean-Vlasov SDEs
• Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws

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