Convergence of a misanthrope process to the entropy solution of 1D problems
AbstractWe prove the convergence, in some strong sense, of a Markov process called “a misanthrope process” to the entropy weak solution of a one-dimensional scalar nonlinear hyperbolic equation. Such a process may be used for the simulation of traffic flows. The convergence proof relies on the uniqueness of entropy Young measure solutions to the nonlinear hyperbolic equation, which holds for both the bounded and the unbounded cases. In the unbounded case, we also prove an error estimate. Finally, numerical results show how this convergence result may be understood in practical cases.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 122 (2012)
Issue (Month): 11 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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