Uncertainty Quantification for Hyperbolic Conservation Laws with Flux Coefficients Given by Spatiotemporal Random Fields

DOI10.1137/15M1027723zbMath1416.65288arXiv1506.07660MaRDI QIDQ5739802

Andrea Barth, Franz G. Fuchs

Publication date: 20 July 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.07660

zbMATH Keywords

finite volume methodMonte Carlo methodOrnstein-Uhlenbeck processuncertainty quantificationgaussian random fieldrandom flux functionspatiotemporal random fieldstochastic hyperbolic partial differential equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hyperbolic conservation laws (35L65) First-order hyperbolic systems (35L40) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (3)

Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients ⋮ $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations ⋮ Modeling random traffic accidents by conservation laws

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