Multilevel Monte Carlo front-tracking for random scalar conservation laws
convergencenumerical examplesMonte Carlo methodsCauchy problemconservation lawscomplexity estimatefront-trackingfront-tracking algorithmrandom entropy solutionrandom fluxRiemann problems
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Complexity and performance of numerical algorithms (65Y20) Hyperbolic conservation laws (35L65) 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 difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
- Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux
- Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Numerical solution of scalar conservation laws with random flux functions
- Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
- Multi-level Monte Carlo finite difference and finite volume methods for stochastic linear hyperbolic systems
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- A numerical method for first order nonlinear scalar conservation laws in one-dimension
- A semigroup approach to stochastic delay equations in spaces of continuous functions
- Conservation laws with a random source
- Finding the convex hull of a simple polygon
- Finite Volume Methods for Hyperbolic Problems
- Finite volume methods
- Front speed in the Burgers equation with a random flux
- Front tracking for hyperbolic conservation laws
- Hyperbolic Conservation Laws in Continuum Physics
- Improved multilevel Monte Carlo convergence using the Milstein scheme
- Invariant measures for Burgers equation with stochastic forcing
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- Multi-level Monte Carlo finite volume methods for uncertainty quantification in nonlinear systems of balance laws
- Multilevel Monte Carlo Path Simulation
- Numerical approximation of hyperbolic systems of conservation laws
- Numerical solution of scalar conservation laws with random flux functions
- Polygonal approximations of solutions of the initial value problem for a conservation law
- Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
- Splitting methods for partial differential equations with rough solutions. Analysis and Matlab programs
- The burgers equation with a noisy force and the stochastic heat equation
- Uniqueness of weak solutions to systems of conservation laws
- White noise perturbation of the viscous shock fronts of the Burgers equation
- \(L^1\) stability estimates for \(n\times n\) conservation laws
- Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- Numerical methods for conservation laws with rough flux
- Numerical approximation of statistical solutions of scalar conservation laws
- A posteriori error analysis and adaptive non-intrusive numerical schemes for systems of random conservation laws
- Statistical solutions of hyperbolic systems of conservation laws: Numerical approximation
- Entropies and symmetrization of hyperbolic stochastic Galerkin formulations
- Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Multi-level Monte Carlo finite difference and finite volume methods for stochastic linear hyperbolic systems
- Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux
- Numerical solution of scalar conservation laws with random flux functions
- A multilevel Monte Carlo finite difference method for random scalar degenerate convection-diffusion equations
- A nonlocal traffic flow model with stochastic velocity
- Multilevel Markov Chain Monte Carlo Method for High-Contrast Single-Phase Flow Problems
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