Multilevel Monte Carlo Finite Volume Methods for Random Conservation Laws with Discontinuous Flux
DOI10.1051/M2AN/2021011zbMath1509.65081arXiv1906.08991MaRDI QIDQ6320825
Nils Henrik Risebro, Adrian M. Ruf, Jayesh Badwaik, Christian Klingenberg
Publication date: 21 June 2019
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)
This page was built for publication: Multilevel Monte Carlo Finite Volume Methods for Random Conservation Laws with Discontinuous Flux
