Rate of Convergence of a Particle Method for the Solution of a 1d Viscous Scalar Conservation Law in a Bounded Interval
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Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
This article presents the analysis of the rate of convergence of a stochastic particle method for 1D viscous scalar conservation laws. The convergence rate result is O(∆t+1/ √ N), where N is the number of numerical particles and ∆t is the time step of the first order Euler scheme applied to the dynamic of the interacting particles.
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