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We propose a semidiscrete scheme for approximation of entropy solutions of one-dimensional scalar conservation laws with nonnegative initial data. The scheme is based on the concept of particle paths for conservation laws and can be…

偏微分方程分析 · 数学 2025-04-16 Magnus C. Ørke

We consider the initial value problem for a scalar conservation law in one space dimension with a single spatial flux discontinuity, the so-called two-flux problem. We prove that a well-known front tracking algorithm has a convergence rate…

偏微分方程分析 · 数学 2025-09-30 Shyam Sundar Ghoshal , John D Towers

We prove that a class of monotone, \emph{$W_1$-contractive} schemes for scalar conservation laws converge at a rate of $\Delta x^2$ in the Wasserstein distance ($W_1$-distance), whenever the initial data is decreasing and consists of a…

数值分析 · 数学 2018-08-02 Ulrik S. Fjordholm , Susanne Solem

We prove that adapted entropy solutions of scalar conservation laws with discontinuous flux are stable with respect to changes in the flux under the assumption that the flux is strictly monotone in u and the spatial dependency is piecewise…

数值分析 · 数学 2020-08-20 Adrian Montgomery Ruf

In 1994, Nessyahu, Tadmor and Tassa studied convergence rates of monotone finite volume approximations of conservation laws. For compactly supported, $\Lip^+$-bounded initial data they showed a first-order convergence rate in the…

数值分析 · 数学 2019-07-09 Adrian Montgomery Ruf , Espen Sande , Susanne Solem

In this article, we propose a novel front tracking scheme for scalar conservation laws with spatially heterogeneous, uniformly convex flux and prove that approximations converge to the unique entropy solution. The main tools are Dafermos'…

偏微分方程分析 · 数学 2025-11-04 Parasuram Venkatesh

We prove that a class of monotone finite volume schemes for scalar conservation laws with discontinuous flux converge at a rate of $\sqrt{\Delta x}$ in $\mathrm{L}^1$, whenever the flux is strictly monotone in $u$ and the spatial dependency…

数值分析 · 数学 2020-02-10 Jayesh Badwaik , Adrian Montgomery Ruf

We present a fully discrete particle approximation for one-dimensional scalar conservation laws. Under suitable monotonicity assumptions on the macroscopic velocity, we construct a vacuum-compatible family of time-discrete particle…

偏微分方程分析 · 数学 2026-02-03 M. Di Francesco , S. Fagioli , V. Iorio , M. D. Rosini

We prove a rate of convergence for the $N$-particle approximation of a second-order partial differential equation in the space of probability measures, like the Master equation or Bellman equation of mean-field control problem under common…

最优化与控制 · 数学 2021-11-17 Maximilien Germain , Huyên Pham , Xavier Warin

This paper deals with the derivation of entropy solutions to Cauchy problems for a class of scalar conservation laws with space-density depending fluxes from systems of deterministic particles of follow-the-leader type. We consider fluxes…

偏微分方程分析 · 数学 2019-05-24 Marco Di Francesco , Graziano Stivaletta

In this paper, we consider the convergence rate with respect to the Wasserstein distance in the invariance principle for sequential dynamical systems. We utilize and modify the techniques previously employed for stationary sequences to…

动力系统 · 数学 2024-10-29 Zhenxin Liu , Zhe Wang

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…

偏微分方程分析 · 数学 2022-09-01 Simone Di Marino , Lorenzo Portinale , Emanuela Radici

For $\ell\colon \mathbb{R}^d \to [0,\infty)$ we consider the sequence of probability measures $\left(\mu_n\right)_{n \in \mathbb{N}}$, where $\mu_n$ is determined by a density that is proportional to $\exp(-n\ell)$. We allow for infinitely…

概率论 · 数学 2023-12-11 Mareike Hasenpflug , Daniel Rudolf , Björn Sprungk

We consider nondecreasing entropy solutions to 1-d scalar conservation laws and show that the spatial derivatives of such solutions satisfy a contraction property with respect to the Wasserstein distance of any order. This result extends…

偏微分方程分析 · 数学 2013-09-19 F. Bolley , Y. Brenier , G. Loeper

We prove that the unique entropy solution to a scalar nonlinear conservation law with strictly monotone velocity and nonnegative initial condition can be rigorously obtained as the large particle limit of a microscopic follow-the-leader…

偏微分方程分析 · 数学 2015-06-19 Marco Di Francesco , Massimiliano D. Rosini

In this paper, we provide a convergence rate for particle approximations of a class of second-order PDEs on Wasserstein space. We show that, up to some error term, the infinite-dimensional inf(sup)-convolution of the finite-dimensional…

偏微分方程分析 · 数学 2025-01-15 Erhan Bayraktar , Ibrahim Ekren , Xin Zhang

We prove the equivalence between the notion of Wasserstein gradient flow for a one-dimensional nonlocal transport PDE with attractive/repulsive Newtonian potential on one side, and the notion of entropy solution of a Burgers-type scalar…

偏微分方程分析 · 数学 2013-10-16 Giovanni A. Bonaschi , José A. Carrillo , Marco Di Francesco , Mark A. Peletier

Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…

概率论 · 数学 2021-07-06 Feng-Yu Wang

We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…

概率论 · 数学 2025-10-01 René L. Schilling , Bingyao Wu

Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on…

概率论 · 数学 2020-03-25 Andrey Sarantsev
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