Multilevel Monte Carlo finite volume methods for shallow water equations with uncertain topography in multi-dimensions
DOI10.1137/110857295zbMATH Open1263.76045OpenAlexW2056624361MaRDI QIDQ4908657FDOQ4908657
Authors: Siddhartha Mishra, Christoph Schwab, J. Šukys
Publication date: 6 March 2013
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ab69c5032a9abacbf948a51c258f4da258cd73fa
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uncertainty quantificationmultilevel Monte Carloshallow water equationsparallelizationenergy stable schemes
Monte Carlo methods (65C05) Hyperbolic conservation laws (35L65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Finite volume methods applied to problems in fluid mechanics (76M12) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)
Cited In (23)
- Uncertainty quantification in shallow water-sediment flows: a stochastic Galerkin shallow water hydro-sediment-morphodynamic model
- Multilevel control variates for uncertainty quantification in simulations of cloud cavitation
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- Stochastic modelling of 1-D shallow water flows over uncertain topography
- Determining optimal multilevel Monte Carlo parameters with application to fault tolerance
- A parallel dynamic asynchronous framework for uncertainty quantification by hierarchical Monte Carlo algorithms
- Uncertainty quantification methodology for hyperbolic systems with application to blood flow in arteries
- On the computation of measure-valued solutions
- New high-order numerical methods for hyperbolic systems of nonlinear PDEs with uncertainties
- Hyperbolicity-preserving and well-balanced stochastic Galerkin method for shallow water equations
- Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields
- Hyperbolicity-preserving and well-balanced stochastic Galerkin method for two-dimensional shallow water equations
- Multi-level Monte Carlo finite volume method for shallow water equations with uncertain parameters applied to landslides-generated tsunamis
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
- Uncertainty quantification in littoral erosion
- Multi-level Monte Carlo finite volume methods for uncertainty quantification in nonlinear systems of balance laws
- On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems
- A massively parallel implementation of multilevel Monte Carlo for finite element models
- Multi-level Monte Carlo finite difference and finite volume methods for stochastic linear hyperbolic systems
- A multifidelity Monte Carlo method for realistic computational budgets
- A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
- A well-balanced stochastic Galerkin method for scalar hyperbolic balance laws with random inputs
- Entropies and symmetrization of hyperbolic stochastic Galerkin formulations
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