ON THE CONVERGENCE OF NUMERICAL SCHEMES FOR HYPERBOLIC SYSTEMS OF CONSERVATION LAWS

Abstract

A large variety of efficient numerical methods, of the finite volume, finite difference and DG type, have been developed for approximating hyperbolic systems of conservation laws. However, very few rigorous convergence results for these methods are available. We survey the state of the art on this crucial question of numerical analysis by summarizing classical results of convergence to entropy solutions for scalar conservation laws. Very recent results on convergence of ensemble Monte Carlo methods to the measure-valued and statistical solutions of multi-dimensional systems of conservation laws are also presented.