Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux
DOI10.1051/m2an/2021011OpenAlexW3134941715MaRDI QIDQ5154010
Christian Klingenberg, Adrian M. Ruf, Jayesh Badwaik, Nils Henrik Risebro
Publication date: 1 October 2021
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.08991
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)
Related Items (4)
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