A stochastic particle method for the McKean-Vlasov and the Burgers equation
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Publication:5691006
DOI10.1090/S0025-5718-97-00776-XzbMath0854.60050MaRDI QIDQ5691006
Publication date: 9 January 1997
Published in: Mathematics of Computation (Search for Journal in Brave)
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Probabilistic methods, stochastic differential equations (65C99)
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