Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws

DOI10.1007/S10915-024-02614-1MaRDI QIDQ6594657zbMATH OpenFDO

Authors Giulia Bertaglia, Lorenzo Pareschi, Russel Caflisch

Publication date 28 August 2024

Published in Journal of Scientific Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10915-024-02614-1

zbMATH Keywords

asymptotic-preserving schemesgradient random walk methodsgrid-free methodshyperbolic relaxation systemsMonte Carlo methodsvariance reduction

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Kinetic theory of gases in time-dependent statistical mechanics (82C40)

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Cited in

(3)

• Convergence of a particle Monte Carlo algorithm for scalar conservation laws
• Wasserstein convergence rates for stochastic particle approximation of Boltzmann models
• On the Accuracy of Gradient Random Walk Methods for the Heat, FitzHugh-Nagumo, and Burgers' Equations

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