Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

DOI10.1214/21-AAP1776zbMath1518.65017arXiv1910.11237MaRDI QIDQ6327835

Benjamin Jourdain, O. Bencheikh

Publication date: 24 October 2019

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

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