Multilevel Monte Carlo front-tracking for random scalar conservation laws
DOI10.1007/S10543-015-0550-4zbMATH Open1350.65008OpenAlexW2161446356MaRDI QIDQ285286FDOQ285286
Franziska Weber, Christoph Schwab, N. H. Risebro
Publication date: 19 May 2016
Published in: BIT (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/154927
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)
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Cited In (9)
- Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Statistical solutions of hyperbolic systems of conservation laws: Numerical approximation
- Numerical Solution of Scalar Conservation Laws with Random Flux Functions
- Entropies and Symmetrization of Hyperbolic Stochastic Galerkin Formulations
- A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations
- A posteriori error analysis and adaptive non-intrusive numerical schemes for systems of random conservation laws
- Numerical methods for conservation laws with rough flux
- 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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