scholarly journals Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws

2003 ◽  
Vol 73 (246) ◽  
pp. 777-813 ◽  
Author(s):  
Mireille Bossy
2004 ◽  
Vol 01 (03) ◽  
pp. 493-520
Author(s):  
BRUNO DESPRÉS

We prove the convergence of numerical approximations of compressive solutions for scalar conservation laws with convex flux. This new proof of convergence is fully discrete and does not use Kuznetsov's approach. We recover the well-known rate of convergence in O(Δx½). With the same fully discrete approach, we also prove a rate of convergence in O(Δx) uniformly in time, if the initial data is a shock, or asymptotically after the compression of the initial profile. Numerical experiments confirm the theoretical analysis.


2016 ◽  
Vol 4 (1) ◽  
pp. 552-591 ◽  
Author(s):  
Siddhartha Mishra ◽  
Nils Henrik Risebro ◽  
Christoph Schwab ◽  
Svetlana Tokareva

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