Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions

DOI10.1016/J.JCP.2012.01.011zbMath1402.76083OpenAlexW2130342057MaRDI QIDQ417868

J. Šukys, Christoph Schwab, Siddhartha Mishra

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

zbMATH Keywords

MHDconservation lawsparallelizationuncertainty quantificationEulermulti-level Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite volume methods applied to problems in fluid mechanics (76M12) Magnetohydrodynamics and electrohydrodynamics (76W05) Parallel numerical computation (65Y05) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

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Uses Software

• ALSVID-UQ

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