Multi-level Monte Carlo Finite Volume Methods for Uncertainty Quantification in Nonlinear Systems of Balance Laws

DOI10.1007/978-3-319-00885-1_6zbMath1276.76066OpenAlexW1527639026MaRDI QIDQ2864848

Christoph Schwab, Siddhartha Mishra, J. Šukys

Publication date: 26 November 2013

Published in: Uncertainty Quantification in Computational Fluid Dynamics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/60790

Mathematics Subject Classification ID

Finite volume methods applied to problems in fluid mechanics (76M12) Stochastic analysis applied to problems in fluid mechanics (76M35) Gas dynamics (general theory) (76N15)

Related Items (17)

Construction of approximate entropy measure-valued solutions for hyperbolic systems of conservation laws ⋮ Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws ⋮ Multilevel Monte Carlo front-tracking for random scalar conservation laws ⋮ Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients ⋮ Galerkin methods for stationary radiative transfer equations with uncertain coefficients ⋮ A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations ⋮ Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations ⋮ Stochastic Galerkin method for cloud simulation ⋮ Oscillation mitigation of hyperbolicity-preserving intrusive uncertainty quantification methods for systems of conservation laws ⋮ Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data ⋮ Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux ⋮ On the computation of measure-valued solutions ⋮ Numerical Solution of Scalar Conservation Laws with Random Flux Functions ⋮ Hybrid Stochastic Kinetic Description of Two-Dimensional Traffic Dynamics ⋮ Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium ⋮ Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification ⋮ Uncertainty Quantification for the BGK Model of the Boltzmann Equation Using Multilevel Variance Reduced Monte Carlo Methods

Uses Software

• GEOCLAW
• ALSVID-UQ

Cites Work

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