Convergence of a stochastic particle approximation for fractional scalar conservation laws
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Publication:544501
Abstract: We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L'evy alpha-stable processes and interacting with their drift through their empirical cumulative distribution function. We show convergence to the solution for the associated Euler scheme.
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Cites work
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Cited in
(12)- Decaying turbulence for the fractional subcritical Burgers equation
- Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws
- A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data
- Convergence of approximations to stochastic scalar conservation laws
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
- Efficient numerical schemes for fractional water wave models
- Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
- On a stochastic nonlocal conservation law in a bounded domain
- Explicit representations for multiscale Lévy processes and asymptotics of multifractal conservation laws
- Fractional diffusion limit for a fractional Vlasov-Fokker-Planck equation
- Probabilistic gradient approximation for a viscous scalar conservation law in space dimension d≥2
- Linearized difference schemes for a BBM equation with a fractional nonlocal viscous term
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