Stochastic and variational approach to the Lax-Friedrichs scheme

DOI10.1090/S0025-5718-2014-02863-9zbMath1305.65187arXiv1205.2167MaRDI QIDQ5496209

Kohei Soga

Publication date: 30 January 2015

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.2167

zbMATH Keywords

Hamilton-Jacobi equationlaw of large numberscalculus of variationsrandom walkLax-Friedrichs schemescalar conservation law

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Hyperbolic conservation laws (35L65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (5)

Fast weak–KAM integrators for separable Hamiltonian systems ⋮ Selection problems of \({{\mathbb {Z}}}^2\)-periodic entropy solutions and viscosity solutions ⋮ Weak KAM theory for action minimizing random walks ⋮ Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations ⋮ More on stochastic and variational approach to the Lax-Friedrichs scheme

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