Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
convergenceerror boundsnumerical examplesconservation lawsRomberg extrapolationpropagation of chaosnonlinear martingale problemstochastic particle methodweakly interacting particles
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hyperbolic conservation laws (35L65) Stochastic particle methods (65C35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
- A stochastic particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
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- A stochastic particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
- Convergence rate of the Sherman and Peskin branching stochastic particle method
- Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
- Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients
- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
- Convergence of a stochastic particle approximation for fractional scalar conservation laws
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