Particle approximation of convection-diffusion equations

DOI10.1016/S0378-4754(00)00252-4zbMath0983.65010OpenAlexW2148107116MaRDI QIDQ5938370

Christian Lécot, Wolfgang Ch. Schmid

Publication date: 3 April 2002

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(00)00252-4

zbMATH Keywords

convergencenumerical resultsrandom walkconvection-diffusion equationsparticle methodparticle simulationspseudo-random sequencesquasi-random sequences

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Initial value problems for second-order parabolic equations (35K15) Stochastic particle methods (65C35)

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• Discrépance de suites associées à un système de numération (en dimension s)
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
• On the distribution of points in a cube and the approximate evaluation of integrals

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