Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws

DOI10.1007/s10915-024-02614-1zbMATH Open1546.65003MaRDI QIDQ6594657

R. E. Caflisch, Giulia Bertaglia, L. Pareschi

Publication date: 28 August 2024

Published in: Journal of Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodsvariance reductionasymptotic-preserving schemeshyperbolic relaxation systemsgrid-free methodsgradient random walk methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hyperbolic conservation laws (35L65) Numerical solutions to stochastic differential and integral equations (65C30) Kinetic theory of gases in time-dependent statistical mechanics (82C40)

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