Probabilistic gradient approximation for a viscous scalar conservation law in space dimension d≥2

DOI10.1080/17442500108834269zbMath0995.60092OpenAlexW2013605683MaRDI QIDQ2747866

Benjamin Jourdain

Publication date: 14 October 2001

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500108834269

zbMATH Keywords

propagation of chaosscalar conservation lawnonlinear martingale problem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites Work

• Hydrodynamics in two dimensions and vortex theory
• A vortex method for flows with slight density variations
• Particle-method solution of two-dimensional convection-diffusion equations
• Diffusion processes associated with nonlinear evolution equations for signed measures
• Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
• A law of large numbers for moderately interacting diffusion processes
• A Gradient Random Walk Method for Two-Dimensional Reaction-Diffusion Equations
• A fast algorithm for particle simulations

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