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

DOI10.1214/21-AAP1776MaRDI QIDQ2108887

Benjamin Jourdain, O. Bencheikh

Publication date: 20 December 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.11237

zbMATH Keywords

propagation of chaosmean-field interactionweak error analysisrank-based model

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

Related Items (1)

Large Sample Mean-Field Stochastic Optimization

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