arXiv · 1909.11122
Discretization by euler's method for regular lagrangian flow
Abstract
This paper is concerned with the numerical analysis of the explicit Euler scheme for ordinary differential equations with non-Lipschitz vector fields. We prove the convergence of the Euler scheme to regular lagrangian flow (Diperna-Lions flows) which is the right concept of the solution in this context. Moreover, we show that order of convergence is $\frac{1}{2}$.
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Juan D. Londoño, Christian Olivera. 2019-09-24. Discretization by euler's method for regular lagrangian flow. https://arxiv.org/abs/1909.11122
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