Probabilistic analysis of the upwind scheme for transport equations

DOI10.1007/s00205-010-0322-xzbMath1230.65008arXiv0712.3217MaRDI QIDQ717432

Frédéric Lagoutière, François Delarue

Publication date: 4 October 2011

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.3217

zbMATH Keywords

convergence; Markov chain; transport equation; upwind scheme; random characteristics

Mathematics Subject Classification ID

65C40: Numerical analysis or methods applied to Markov chains

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

An optimal error estimate for upwind finite volume methods for nonlinear hyperbolic conservation laws, Theoretical analysis of the upwind finite volume scheme on the counter-example of Peterson

Cites Work

• Error estimate for finite volume scheme
• On tail probabilities for martingales
• Convergence of an explicit finite volume scheme for first order symmetric systems
• $L^\infty$- and $L^2$-Error Estimates for a Finite Volume Approximation of Linear Advection
• Weakly Differentiable Functions
• Kruzkov’s estimates for scalar conservation laws revisited
• Error estimates for the approximate solutions of a nonlinear hyperbolic equation given by finite volume schemes
• Finite volume schemes for a nonlinear hyperbolic equation. Convergence towards the entropy solution and error estimate
• An Error Estimate for Finite Volume Methods for Multidimensional Conservation Laws
• An Explicit A Priori Estimate for a Finite Volume Approximation of Linear Advection on Non-Cartesian Grids
• Convergence and error estimates in finite volume schemes for general multidimensional scalar conservation laws. I. Explicite monotone schemes
• The Sharpness of Kuznetsov's O(√Δx)L 1 -Error Estimate for Monotone Difference Schemes
• Error Estimate and the Geometric Corrector for the Upwind Finite Volume Method Applied to the Linear Advection Equation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item