paper

Error control for statistical solutions

arXiv:1912.04323 · doi:10.1007/s10092-021-00417-6

Abstract

Statistical solutions have recently been introduced as a an alternative solution framework for hyperbolic systems of conservation laws. In this work we derive a novel a posteriori error estimate in the Wasserstein distance between dissipative statistical solutions and numerical approximations, which rely on so-called regularized empirical measures. The error estimator can be split into deterministic parts which correspond to spatio-temporal approximation errors and a stochastic part which reflects the stochastic error. We provide numerical experiments which examine the scaling properties of the residuals and verify their splitting.

25 pages, 2 figures

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