Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
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Publication:417868
DOI10.1016/J.JCP.2012.01.011zbMATH Open1402.76083OpenAlexW2130342057MaRDI QIDQ417868FDOQ417868
Authors: Christoph Schwab, J. Šukys, Siddhartha Mishra 
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
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Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Magnetohydrodynamics and electrohydrodynamics (76W05) Finite volume methods applied to problems in fluid mechanics (76M12)
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Cited In (64)
- Spectral convergence of a semi-discretized numerical system for the spatially homogeneous Boltzmann equation with uncertainties
- New high-order numerical methods for hyperbolic systems of nonlinear PDEs with uncertainties
- Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
- A study of multiscale kinetic models with uncertainties
- New trends on the systems approach to modeling SARS-CoV-2 pandemics in a globally connected planet
- Multilevel Control Variates for Uncertainty Quantification in Simulations of Cloud Cavitation
- A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
- Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems
- A machine learning framework for data driven acceleration of computations of differential equations
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- On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients
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- Stabilized Galerkin for transient advection of differential forms
- Uncertainty Quantification for Hyperbolic Conservation Laws with Flux Coefficients Given by Spatiotemporal Random Fields
- Determining optimal multilevel Monte Carlo parameters with application to fault tolerance
- Multilevel Monte Carlo front-tracking for random scalar conservation laws
- A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data
- A parallel dynamic asynchronous framework for uncertainty quantification by hierarchical Monte Carlo algorithms
- Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws
- Numerical Approximation of Statistical Solutions of Scalar Conservation Laws
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- Oscillation mitigation of hyperbolicity-preserving intrusive uncertainty quantification methods for systems of conservation laws
- Multi-level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems
- Numerical approximation of statistical solutions of planar, incompressible flows
- Model order reduction for parametrized nonlinear hyperbolic problems as an application to uncertainty quantification
- Computation of measure-valued solutions for the incompressible Euler equations
- A WENO-Based Stochastic Galerkin Scheme for Ideal MHD Equations with Random Inputs
- A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations
- Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods
- Multi-scale control variate methods for uncertainty quantification in kinetic equations
- $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations
- Adaptive single- and multilevel stochastic collocation methods for uncertain gas transport in large-scale networks
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