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Computation of nonlinear functionals in particle methods

Berechung von nichtlinearen Funktionalen bei Partikelmethoden

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Abstract

We consider the numerical computation of nonlinear functionals of distribution functions approximated by point measures. Two methods are described and estimates for the speed of convergence as the number of points tends to infinity are given. Moreover, numerical results for the entropy functional are presented.

Zusammenfassung

Wir betrachten die numerische Berechung nichtlinearer Funktionale von Verteilungsfunktionen, die durch Punktmaße angenähert werden. Zwei Methoden werden beschrieben und Abschätzungen für die Konvergenzgeschwindigkeit werden angegeben. Außerdem werden numerische Resultate für das Entropiefunktional vorgestellt.

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Klar, A. Computation of nonlinear functionals in particle methods. Computing 55, 207–221 (1995). https://doi.org/10.1007/BF02238432

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  • DOI: https://doi.org/10.1007/BF02238432

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