A multilevel Monte Carlo finite difference method for random scalar degenerate convection-diffusion equations (Q4588797)
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scientific article; zbMATH DE number 6802417
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| English | A multilevel Monte Carlo finite difference method for random scalar degenerate convection-diffusion equations |
scientific article; zbMATH DE number 6802417 |
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A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations (English)
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2 November 2017
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degenerate convection-diffusion equation
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rate of convergence
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random entropy solution
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finite difference schemes
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Monte Carlo method
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0.822888970375061
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0.7893688678741455
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0.7802184820175171
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0.778927206993103
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