Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions

DOI10.1016/j.jcp.2012.01.011zbMath1402.76083MaRDI QIDQ417868

Christoph Schwab, Siddhartha Mishra, J. Šukys

Publication date: 14 May 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/155005

zbMATH Keywords

MHD; conservation laws; parallelization; uncertainty quantification; Euler; multi-level Monte Carlo

Mathematics Subject Classification ID

65C05: Monte Carlo methods

76M12: Finite volume methods applied to problems in fluid mechanics

76W05: Magnetohydrodynamics and electrohydrodynamics

65Y05: Parallel numerical computation

65M08: Finite volume methods for initial value and initial-boundary value problems involving PDEs

Uses Software

• ALSVID-UQ