Optimal Rate of Convergence of a Stochastic Particle Method to Solutions of 1D Viscous Scalar Conservation Law Equations - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 2000

Optimal Rate of Convergence of a Stochastic Particle Method to Solutions of 1D Viscous Scalar Conservation Law Equations

Mireille Bossy

Abstract

The aim of this work is to present the analysis of the rate of convergence of a stochastic particle method for 1D viscous scalar conservation law equations. The convergence rate result is $\mathcal O(\D t + 1/\sqrt{N})$, where $N$ is the number of numerical particles and $\D t$ is the time step of the first order Euler scheme applied to the dynamic of the interacting particles.

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Other [cs.OH]
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Dates and versions

inria-00072728 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00072728 , version 1

Cite

Mireille Bossy. Optimal Rate of Convergence of a Stochastic Particle Method to Solutions of 1D Viscous Scalar Conservation Law Equations. [Research Report] RR-3924, INRIA. 2000, pp.33. ⟨inria-00072728⟩
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