Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws

DOI10.1007/s10543-017-0670-0zbMath1430.65004MaRDI QIDQ1742593

Christoph Schwab, Nils Henrik Risebro, Franziska Weber

Publication date: 11 April 2018

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-017-0670-0

zbMATH Keywords

conservation laws; multilevel Monte Carlo method

Mathematics Subject Classification ID

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

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65Y20: Complexity and performance of numerical algorithms

65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs