Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws

DOI10.1007/s10543-017-0670-0zbMath1430.65004OpenAlexW2746377203MaRDI QIDQ1742593

Franziska Weber, Christoph Schwab, Nils Henrik Risebro

Publication date: 11 April 2018

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-017-0670-0

zbMATH Keywords

conservation lawsmultilevel Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hyperbolic conservation laws (35L65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Complexity and performance of numerical algorithms (65Y20) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (1)

Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux

Cites Work

• Unnamed Item
• Multilevel Monte Carlo front-tracking for random scalar conservation laws
• A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations
• Front tracking for hyperbolic conservation laws

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