Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux
DOI10.1051/M2AN/2021011OpenAlexW3134941715MaRDI QIDQ5154010FDOQ5154010
Authors: Jayesh Badwaik, C. Klingenberg, Adrian M. Ruf, N. H. 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
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Bayesian inference (62F15) Monte Carlo methods (65C05) PDEs in connection with fluid mechanics (35Q35) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Hyperbolic conservation laws (35L65) PDEs with low regular coefficients and/or low regular data (35R05) PDEs with randomness, stochastic partial differential equations (35R60) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
Cites Work
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Cited In (16)
- Multilevel Monte Carlo finite difference methods for fractional conservation laws with random data
- Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws
- A moment approach for entropy solutions of parameter-dependent hyperbolic conservation laws
- Monte-Carlo finite-volume methods in uncertainty quantification for hyperbolic conservation laws
- Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
- A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
- Multi-index ensemble Kalman filtering
- A Godunov type scheme and error estimates for scalar conservation laws with Panov-type discontinuous flux
- Higher-dimensional deterministic approach for conservation laws with random initial data
- Multi-level Monte Carlo finite volume methods for uncertainty quantification in nonlinear systems of balance laws
- Numerical solution of scalar conservation laws with random flux functions
- Convergence and error analysis of compressible fluid flows with random data: Monte Carlo method
- Convergence rates of monotone schemes for conservation laws with discontinuous 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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