Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
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Publication:417868
DOI10.1016/j.jcp.2012.01.011zbMath1402.76083MaRDI QIDQ417868
Christoph Schwab, Siddhartha Mishra, J. Šukys
Publication date: 14 May 2012
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/155005
65C05: Monte Carlo methods
76M12: Finite volume methods applied to problems in fluid mechanics
76W05: Magnetohydrodynamics and electrohydrodynamics
65Y05: Parallel numerical computation
65M08: Finite volume methods for initial value and initial-boundary value problems involving PDEs
Related Items
Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data, Multi-level Monte Carlo Finite Volume Methods for Uncertainty Quantification in Nonlinear Systems of Balance Laws
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Cites Work
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