AN INTERACTING PARTICLES PROCESS FOR BURGERS EQUATION ON THE CIRCLE
2004
We adapt the results of Oelschl¨ ager (1985) to prove a weak law of large numbers for an interacting particles process which, in the limit, produces a solution to Burgers equation with periodic boundary conditions. We anticipate results of this nature to be useful in the devel- opment of Monte Carlo schemes for nonlinear partial differential equa- tions.
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