Probabilistic Euler Scheme for Fractional Conservational Laws

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• Raphael Roux (Dauphine)
• Tuesday 24 May 2011, 16:30-17:30
• MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

If you have a question about this talk, please contact Berestycki.

I will present some facts about propagation of chaos for a system of particles driven by jump processes and interacting through their empirical distribution function.

The system I will consider is designed in such a way that the limit process should satisfies the fractional conservation law, which is a nonlinear partial differential equation with nonlocal diffusion.

I will present different convergence results about the system, depending of the distribution of the jumps. In particular, the associated Euler scheme allows to simulate the solution to the fractional conservation law.

This talk is part of the Probability series.

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