Discretization by euler's method for regular lagrangian flow

09/24/2019
by   Juan D. Londoño, et al.
0

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 1/2.

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