Optimal range of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation law equations

The law of the Euler scheme for stochastic differential equations II : convergence rate of the density

Bally, Vlad
Talay, Denis
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 1995

Programme 6 - Calcul scientifique, modelisation et logiciel numerique. Projet OmegaSIGLEAvailable at...

Geometric convergence of Markov chains through a local Doeblin condition

Delyon, B.
Institut National de Recherche en Informatique et en Automatique (INRIA), 35 - Rennes (France). Inst. de Recherche en= Informatique et Systemes Aleatoires (IRISA)
Institut National des Sciences Appliquees de Rennes (INSA), 35 (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)
Centre National de la Recherche Scientifique (CNRS), 35 - Rennes (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)
Rennes-1 Univ., 35 (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)

January 1997

Theme 4 - Simulation et optimisation de systemes complexes - Projet Sigma2SIGLEAvailable from INIST ...

Effective diffusion in vanishing viscosity

Campillo, Fabien
Piatnitski, Andrey
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 1999

Theme 4 - Simulation et optimisation de systemes complexes. Projet SysdysSIGLEAvailable from INIST (...

OPTIMAL RATE OF CONVERGENCE OF A STOCHASTIC PARTICLE METHOD TO SOLUTIONS OF 1D VISCOUS SCALAR CONSERVATION LAWS

Mireille Bossy

April 2008

Abstract. This article presents the analysis of the rate of convergence of a stochastic particle met...

A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations Part II : convergence rate of the method

Talay, Denis
Vaillant, Olivier
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 2001

Theme 4 - Simulation et optimisation de systemes complexes - Projet OmegaSIGLEAvailable from INIST (...

PARTICLE METHOD AND ITS CONVERGENCE FOR SCALAR CONSERVATION-LAWS

TENG, ZH

January 1992

A particle method is presented for solving the scalar conservation laws. The stability of the method...

Convergence of a finite volume scheme for the one dimensional Vlasov-Poisson system

Filbet, Francis
Institut National de Recherche en Informatique et en Automatique (INRIA), 54 - Villers-les-Nancy (France). Unite de Recherche de Lorraine

January 2000

Theme 4 - Simulation et optimisation de systemes complexes - Projet NumathSIGLEAvailable from INIST ...

Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

Bencheikh, Oumaima
Jourdain, Benjamin

January 2022

47 pagesInternational audienceIn this paper, we analyse the rate of convergence of a system of $N$ i...

Implicit kinetic schemes for scalar conservation laws

Botchorishvili, Ramaz
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 2000

Theme 4 - Simulation et optimisation de systemes complexes - Projet M3NSIGLEAvailable from INIST (FR...

Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

Bencheikh, Oumaima
Jourdain, Benjamin

October 2019

47 pagesIn this paper, we analyse the rate of convergence of a system of $N$ interacting particles w...

Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

Bencheikh, Oumaima
Jourdain, Benjamin

October 2019

47 pagesIn this paper, we analyse the rate of convergence of a system of $N$ interacting particles w...

Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

Bencheikh, Oumaima
Jourdain, Benjamin

October 2019

47 pagesIn this paper, we analyse the rate of convergence of a system of $N$ interacting particles w...

Stabilite des conditions aux limites pour l'equation des ondes par des methodes energetiques : le cas des bords courbes

Joly, Patrick
Vacus, Olivier
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 1996

Theme 4 - Simulation et optimisation de systemes complexes. Projet OndesAvailable at INIST (FR), Doc...

Convergence rate for the approximation of the limit law of weakly interacting particles 1 : smooth interacting kernels

Bossy, Mireille
Talay, Denis
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 1994

Programme 6 : calcul scientifique, modelisation et logiciels numeriquesSIGLEAvailable at INIST (FR),...

Sur l'analyse des conditions aux limites absorbantes pour l'equation de Helmholtz

Joly, Patrick
Vacus, Olivier
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 1996

Theme 4 - Simulation et optimisation de systemes complexes. Projet OndesAvailable at INIST (FR), Doc...

The law of the Euler scheme for stochastic differential equations II : convergence rate of the density

Bally, Vlad
Talay, Denis
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 1995

Programme 6 - Calcul scientifique, modelisation et logiciel numerique. Projet OmegaSIGLEAvailable at...

Geometric convergence of Markov chains through a local Doeblin condition

Delyon, B.
Institut National de Recherche en Informatique et en Automatique (INRIA), 35 - Rennes (France). Inst. de Recherche en= Informatique et Systemes Aleatoires (IRISA)
Institut National des Sciences Appliquees de Rennes (INSA), 35 (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)
Centre National de la Recherche Scientifique (CNRS), 35 - Rennes (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)
Rennes-1 Univ., 35 (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)

January 1997

Theme 4 - Simulation et optimisation de systemes complexes - Projet Sigma2SIGLEAvailable from INIST ...

Effective diffusion in vanishing viscosity

Campillo, Fabien
Piatnitski, Andrey
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 1999

Theme 4 - Simulation et optimisation de systemes complexes. Projet SysdysSIGLEAvailable from INIST (...

OPTIMAL RATE OF CONVERGENCE OF A STOCHASTIC PARTICLE METHOD TO SOLUTIONS OF 1D VISCOUS SCALAR CONSERVATION LAWS

Mireille Bossy

April 2008

Abstract. This article presents the analysis of the rate of convergence of a stochastic particle met...

A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations Part II : convergence rate of the method

Talay, Denis
Vaillant, Olivier
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 2001

Theme 4 - Simulation et optimisation de systemes complexes - Projet OmegaSIGLEAvailable from INIST (...

PARTICLE METHOD AND ITS CONVERGENCE FOR SCALAR CONSERVATION-LAWS

TENG, ZH

January 1992

A particle method is presented for solving the scalar conservation laws. The stability of the method...

Convergence of a finite volume scheme for the one dimensional Vlasov-Poisson system

Filbet, Francis
Institut National de Recherche en Informatique et en Automatique (INRIA), 54 - Villers-les-Nancy (France). Unite de Recherche de Lorraine

January 2000

Theme 4 - Simulation et optimisation de systemes complexes - Projet NumathSIGLEAvailable from INIST ...

Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

Bencheikh, Oumaima
Jourdain, Benjamin

January 2022

47 pagesInternational audienceIn this paper, we analyse the rate of convergence of a system of $N$ i...

Implicit kinetic schemes for scalar conservation laws

Botchorishvili, Ramaz
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 2000

Theme 4 - Simulation et optimisation de systemes complexes - Projet M3NSIGLEAvailable from INIST (FR...

Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

Bencheikh, Oumaima
Jourdain, Benjamin

October 2019

47 pagesIn this paper, we analyse the rate of convergence of a system of $N$ interacting particles w...

Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

Bencheikh, Oumaima
Jourdain, Benjamin

October 2019

47 pagesIn this paper, we analyse the rate of convergence of a system of $N$ interacting particles w...

Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law

Bencheikh, Oumaima
Jourdain, Benjamin

October 2019

47 pagesIn this paper, we analyse the rate of convergence of a system of $N$ interacting particles w...

Stabilite des conditions aux limites pour l'equation des ondes par des methodes energetiques : le cas des bords courbes

Joly, Patrick
Vacus, Olivier
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 1996

Theme 4 - Simulation et optimisation de systemes complexes. Projet OndesAvailable at INIST (FR), Doc...

Convergence rate for the approximation of the limit law of weakly interacting particles 1 : smooth interacting kernels

Bossy, Mireille
Talay, Denis
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 1994

Programme 6 : calcul scientifique, modelisation et logiciels numeriquesSIGLEAvailable at INIST (FR),...

Sur l'analyse des conditions aux limites absorbantes pour l'equation de Helmholtz

Joly, Patrick
Vacus, Olivier
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 1996

Theme 4 - Simulation et optimisation de systemes complexes. Projet OndesAvailable at INIST (FR), Doc...

The law of the Euler scheme for stochastic differential equations II : convergence rate of the density

Bally, Vlad
Talay, Denis
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 1995

Programme 6 - Calcul scientifique, modelisation et logiciel numerique. Projet OmegaSIGLEAvailable at...

Geometric convergence of Markov chains through a local Doeblin condition

Delyon, B.
Institut National de Recherche en Informatique et en Automatique (INRIA), 35 - Rennes (France). Inst. de Recherche en= Informatique et Systemes Aleatoires (IRISA)
Institut National des Sciences Appliquees de Rennes (INSA), 35 (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)
Centre National de la Recherche Scientifique (CNRS), 35 - Rennes (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)
Rennes-1 Univ., 35 (France). Inst. de Recherche en Informatique et Systemes Aleatoires (IRISA)

January 1997

Theme 4 - Simulation et optimisation de systemes complexes - Projet Sigma2SIGLEAvailable from INIST ...

Effective diffusion in vanishing viscosity

Campillo, Fabien
Piatnitski, Andrey
Institut National de Recherche en Informatique et en Automatique (INRIA), 06 - Valbonne (France). Unite de Recherche de Sophia-Antipolis

January 1999

Theme 4 - Simulation et optimisation de systemes complexes. Projet SysdysSIGLEAvailable from INIST (...

Optimal range of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation law equations

Abstract

Extracted data

Optimal range of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation law equations

Abstract

Extracted data

Related items

Related items