Convergence of the random vortex method in two dimensions
Journal of the American Mathematical Society, Tome 01 (1988) no. 4, pp. 779-804

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A theoretical framework for analyzing the random vortex method is presented. It extends and modifies the analysis of the inviscid vortex method in a natural and unified manner. The rate of convergence of the random vortex method in two dimensions is obtained by analyzing the consistency error and justifying the stability estimate. The sampling error introduced by the random motions of finitely many vortices is the dominant component of the consistency error in terms of order. It is estimated by applying Bennett’s inequality.
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Long, Ding-Gwo. Convergence of the random vortex method in two dimensions. Journal of the American Mathematical Society, Tome 01 (1988) no. 4, pp. 779-804. doi: 10.1090/S0894-0347-1988-0958446-1

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