COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION

DOI10.1515/mcma.1997.3.2.113zbMath0962.65075OpenAlexW1985332117MaRDI QIDQ4359739

Serge Piperno, Mireille Bossy, Loula Fezoui

Publication date: 15 December 1997

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1997.3.2.113

zbMATH Keywords

comparison of methodsnumerical examplesBurgers equationconservation lawMcKean-Vlasov equationstochastic particle methodfinite volume deterministic method

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic particle methods (65C35)

Related Items (8)

Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law ⋮ Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations ⋮ A stabilized FEM formulation with discontinuity-capturing for solving Burgers'-type equations at high Reynolds numbers ⋮ Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations ⋮ Convergence of a stochastic particle approximation for fractional scalar conservation laws ⋮ Numerical study of interacting particles approximation for integro-differential equations ⋮ Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws ⋮ Iterative multilevel particle approximation for McKean-Vlasov SDEs

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