Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data

DOI10.1137/19M1279447zbMath1471.65104arXiv2010.00537OpenAlexW3119333937MaRDI QIDQ5149779

Tanmay Sarkar, Deep Ray, Ujjwal Koley

Publication date: 8 February 2021

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.00537

zbMATH Keywords

multilevel Monte Carlo methodsdegenerate convection-diffusion equationwork estimatesfractal conservation lawsrandom entropy solutions

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) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

Related Items (6)

Convergence of a spectral method for the stochastic incompressible Euler equations ⋮ A fractional degenerate parabolic-hyperbolic Cauchy problem with noise ⋮ Operator splitting for the fractional Korteweg‐de Vries equation ⋮ A multilevel Monte Carlo ensemble and hybridizable discontinuous Galerkin method for a stochastic parabolic problem ⋮ A convergent finite volume scheme for the stochastic barotropic compressible Euler equations ⋮ Stochastic degenerate fractional conservation laws

Uses Software

• HLLE

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