Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux
DOI10.1051/m2an/2021011OpenAlexW3134941715MaRDI QIDQ5154010
Christian Klingenberg, Adrian M. Ruf, Jayesh Badwaik, Nils Henrik Risebro
Publication date: 1 October 2021
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.08991
Bayesian inference (62F15) Monte Carlo methods (65C05) PDEs in connection with fluid mechanics (35Q35) Hyperbolic conservation laws (35L65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) PDEs with low regular coefficients and/or low regular data (35R05) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)
Related Items (4)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Probability in Banach spaces. Isoperimetry and processes
- A theory of \(L ^{1}\)-dissipative solvers for scalar conservation laws with discontinuous flux
- Conservation law with the flux function discontinuous in the space variable. II: Convex-concave type fluxes and generalized entropy solutions
- Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems
- Long-term behavior of polynomial chaos in stochastic flow simulations
- Uncertainty quantification for systems of conservation laws
- Stability of conservation laws with discontinuous coefficients
- Well-posedness for a class of \(2\times 2\) conservation laws with \(\mathbb{L}^\infty\) data
- Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Convergence of the Lax-Friedrichs scheme and stability for conservation laws with a discontinuous space-time dependent flux
- Uncertainty analysis for the steady-state flows in a dual throat nozzle
- A front tracking approach to a model of continuous sedimentation in ideal clarifier-thickener units
- An existence result for conservation laws having BV spatial flux heterogeneities -- without concavity
- Convergence of a Godunov scheme to an Audusse-Perthame adapted entropy solution for conservation laws with BV spatial flux
- The optimal convergence rate of monotone schemes for conservation laws in the Wasserstein distance
- On the uniqueness of vanishing viscosity solutions for Riemann problems for polymer flooding
- 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 Uncertainty Quantification in Nonlinear Systems of Balance Laws
- OPTIMAL ENTROPY SOLUTIONS FOR CONSERVATION LAWS WITH DISCONTINUOUS FLUX-FUNCTIONS
- Multilevel Monte Carlo Path Simulation
- An Engquist–Osher-Type Scheme for Conservation Laws with Discontinuous Flux Adapted to Flux Connections
- Front Tracking Applied to a Nonstrictly Hyperbolic System of Conservation Laws
- Solution of the Cauchy Problem for a Conservation Law with a Discontinuous Flux Function
- Convergence of a Difference Scheme for Conservation Laws with a Discontinuous Flux
- A Difference Scheme for Conservation Laws with a Discontinuous Flux: The Nonconvex Case
- A General BV Existence Result for Conservation Laws with Spatial Heterogeneities
- A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations
- Convergence of a Godunov scheme for conservation laws with a discontinuous flux lacking the crossing condition
- Uniqueness for scalar conservation laws with discontinuous flux via adapted entropies
- Upwind difference approximations for degenerate parabolic convection-diffusion equations with a discontinuous coefficient
- Convex conservation laws with discontinuous coefficients. existence, uniqueness and asymptotic behavior
- A conservation Law with Point Source and Discontinuous Flux Function Modelling Continuous Sedimentation
- Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
- Convergence Rates of Monotone Schemes for Conservation Laws with Discontinuous Flux
- Conservation Laws with Discontinuous Flux Functions
- Conservation Laws with Time Dependent Discontinuous Coefficients
- The stochastic piston problem
- FIRST ORDER QUASILINEAR EQUATIONS IN SEVERAL INDEPENDENT VARIABLES
- Convergence of Upwind Finite Difference Schemes for a Scalar Conservation Law with Indefinite Discontinuities in the Flux Function
- Numerical Solution of Scalar Conservation Laws with Random Flux Functions
- On kinematic waves II. A theory of traffic flow on long crowded roads
- Front tracking for hyperbolic conservation laws
- Stability of a resonant system of conservation laws modeling polymer flow with gravitation
This page was built for publication: Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux