Vitesse de convergence d'une méthode particulaire stochastique avec poids d'interaction aléatoires

DOI10.1016/S0764-4442(00)00265-2MaRDI QIDQ4495545zbMATH OpenFDO

Authors Denis Talay, O. Vaillant

Publication date 20 May 2001

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergenceerror boundsvorticity equationincompressible fluid flowrandom weightsMcKean-Vlasov-Fokker-Planck equationsstochastic particles method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic particle methods (65C35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic analysis applied to problems in fluid mechanics (76M35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical turbulence modeling (76F55)

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Cited in

(5)

• Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients
• A stochastic particle method for the computation of statistical solutions of a McKean-Vlasov equation
• A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions
• Convergence properties of weighted particle islands with application to the double bootstrap algorithm
• A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations

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