Multi-level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems (Q2926244)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems |
scientific article |
Statements
Multi-level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems (English)
0 references
31 October 2014
0 references
stochastic linear hyperbolic systems of conservation laws
0 references
random weak solution
0 references
multi-level Monte Carlo finite difference and finite volume algorithms
0 references
error bound
0 references
numerical experiment
0 references
0 references
0 references
0 references
0 references
