Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data
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Publication:5149779
DOI10.1137/19M1279447zbMath1471.65104arXiv2010.00537MaRDI QIDQ5149779
Tanmay Sarkar, Deep Ray, Ujjwal Koley
Publication date: 8 February 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.00537
multilevel Monte Carlo methods; degenerate convection-diffusion equation; work estimates; fractal conservation laws; random entropy solutions
65C05: Monte Carlo methods
35L65: Hyperbolic conservation laws
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35R60: PDEs with randomness, stochastic partial differential equations
35R11: Fractional partial differential equations
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Uses Software
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