Convergence of a stochastic particle approximation for fractional scalar conservation laws

DOI10.1016/j.spa.2011.01.012zbMath1222.82059arXiv1006.4047OpenAlexW2087395082MaRDI QIDQ544501

Benjamin Jourdain, Raphaël Roux

Publication date: 15 June 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.4047

zbMATH Keywords

conservation lawsnonlinear parabolic equationsinteracting particle systemsEuler scheme\(\alpha \)-stable Lévy processesstochastic partial methods

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Interacting particle systems in time-dependent statistical mechanics (82C22) Hyperbolic conservation laws (35L65) Stochastic particle methods (65C35)

Related Items (7)

On a stochastic nonlocal conservation law in a bounded domain ⋮ Decaying turbulence for the fractional subcritical Burgers equation ⋮ Fractional Diffusion Limit for a Fractional Vlasov--Fokker--Planck Equation ⋮ Linearized difference schemes for a BBM equation with a fractional nonlocal viscous term ⋮ Efficient numerical schemes for fractional water wave models ⋮ On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players ⋮ A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data

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