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Discretization by euler's method for regular lagrangian flow

Published 24 Sep 2019 in math.CA, cs.NA, and math.NA | (1909.11122v1)

Abstract: 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 $\frac{1}{2}$.

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