Probabilistic approximation via spatial derivation of some nonlinear parabolic evolution equations

MaRDI QIDQ5482367zbMATH OpenFDO

Authors Benjamin Jourdain

Publication date 28 August 2006

zbMATH Keywords

convergenceFokker-Planck equationparticle methodsviscous Burgers equation

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic particle methods (65C35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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Cited in

(11)

• On the error of Fokker-Planck approximations of some one-step density dependent processes.
• A numerical method for fractal conservation laws
• Nonlocal approximations to Fokker-Planck equations
• Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
• A multiscale particle method for mean field equations: the general case
• A particle method for non-local advection-selection-mutation equations
• Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology
• Higher order spatial approximations for degenerate parabolic stochastic partial differential equations
• Probabilistic approximation of solutions of the Cauchy problem for some evolution equations
• Interacting particle approximation for nonlocal quadratic evolution problems
• Long time behaviour and mean-field limit of Atlas models

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