Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux
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Publication:5154010
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 in connection with fluid mechanics (35Q35) PDEs with low regular coefficients and/or low regular data (35R05) PDEs with randomness, stochastic partial differential equations (35R60) Bayesian inference (62F15) Monte Carlo methods (65C05) 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)
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Cited in
(20)- 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
- Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Multi-index ensemble Kalman filtering
- A Godunov type scheme and error estimates for scalar conservation laws with Panov-type discontinuous flux
- A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
- Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Multi-level Monte Carlo finite volume methods for uncertainty quantification in nonlinear systems of balance laws
- Multilevel Monte Carlo finite difference methods for fractional conservation laws with random data
- Convergence rates of monotone schemes for conservation laws with discontinuous flux
- Multilevel Markov Chain Monte Carlo Method for High-Contrast Single-Phase Flow Problems
- Numerical solution of scalar conservation laws with random flux functions
- Convergence and error analysis of compressible fluid flows with random data: Monte Carlo method
- Multilevel Monte Carlo Finite Volume Methods for Random Conservation Laws with Discontinuous Flux
- A moment approach for entropy solutions of parameter-dependent hyperbolic conservation laws
- Higher-dimensional deterministic approach for conservation laws with random initial data
- A nonlocal traffic flow model with stochastic velocity
- Convergence of numerical methods for the Navier-Stokes-Fourier system driven by uncertain initial/boundary data
- Convergence analysis of the Monte Carlo method for the random Navier-Stokes-Fourier system
- A novel multilevel approach for the efficient computation of random hyperbolic conservation laws
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