Discretization by euler's method for regular lagrangian flow
Classical Analysis and ODEs
2019-09-26 v1 Numerical Analysis
Numerical Analysis
Abstract
This paper is concerned with the numerical analysis of the explicit Euler scheme for ordinary differential equations with non-Lipschitz vector fields. We prove the convergence of the Euler scheme to regular lagrangian flow (Diperna-Lions flows) which is the right concept of the solution in this context. Moreover, we show that order of convergence is .
Cite
@article{arxiv.1909.11122,
title = {Discretization by euler's method for regular lagrangian flow},
author = {Juan D. Londoño and Christian Olivera},
journal= {arXiv preprint arXiv:1909.11122},
year = {2019}
}