Monte Carlo method and the random isentropic Euler system
摘要
We show several results on the convergence of the Monte Carlo method applied to a family of consistent approximations of the isentropic Euler system of gas dynamics with uncertain initial data. Our approach is based on a combination of several new ideas developed recently in the context of the Euler system: The concept of a dissipative weak solution as a universal closure of families of consistent approximations. A set–valued version of the Strong law of large numbers for general multivalued mappings with closed range. Application of the Komlós version of the convergence of empirical averages of integrable functions. Unconditionally convergent finite volume approximation schemes.