Numerical Solution of Scalar Conservation Laws with Random Flux Functions

DOI10.1137/120896967zbMath1343.65007OpenAlexW1652239775MaRDI QIDQ5741191

Christoph Schwab, Siddhartha Mishra, Nils Henrik Risebro, Svetlana Tokareva

Publication date: 22 July 2016

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/154924

zbMATH Keywords

convergenceMonte Carloscalar conservation lawsKarhunen-Loève expansionrandom fluxesMonte Carlo finite volume methodstochastic finite volumes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hyperbolic conservation laws (35L65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

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