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

DOI10.1007/S10915-024-02614-1zbMATH Open1546.65003MaRDI QIDQ6594657FDOQ6594657

Authors Giulia Bertaglia, Lorenzo Pareschi, Russel Caflisch 

Publication date 28 August 2024

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

zbMATH Keywords

variance reductionMonte Carlo methodsasymptotic-preserving schemeshyperbolic relaxation systemsgrid-free methodsgradient random walk methods

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 1215244 (Why is no real title available?)
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