Monte-Carlo finite-volume methods in uncertainty quantification for hyperbolic conservation laws

DOI10.1007/978-3-319-67110-9_7zbMath1407.65150OpenAlexW2792556841MaRDI QIDQ1627230

Siddhartha Mishra, Christoph Schwab

Publication date: 22 November 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-67110-9_7

zbMATH Keywords

error boundsnonlinear partial differential equationsuncertainty quantification

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hyperbolic conservation laws (35L65) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

Related Items (4)

Monte Carlo convergence rates for \(k\)th moments in Banach spaces ⋮ Multi-scale control variate methods for uncertainty quantification in kinetic equations ⋮ Sensitivity Analysis of Burgers' Equation with Shocks ⋮ Central limit theorems for multilevel Monte Carlo methods

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