Multilevel Monte Carlo front-tracking for random scalar conservation laws

Nils Henrik Risebro, Christoph Schwab, Franziska Weber

Type: Article

Publication Date: 2015-02-26

Citations: 11

DOI: https://doi.org/10.1007/s10543-015-0550-4

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BIT Numerical Mathematics - View
Repository for Publications and Research Data (ETH Zurich) - View - PDF

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Action	Title	Year	Authors
+ PDF Chat	Correction to: Multilevel Monte Carlo front-tracking for random scalar conservation laws	2017	Nils Henrik Risebro Christoph Schwab Franziska Weber
+ PDF Chat	Numerical methods for conservation laws with rough flux	2019	Håkon Hoel Kenneth H. Karlsen Nils Henrik Risebro Erlend Briseid Storrøsten
+ PDF Chat	A posteriori error analysis and adaptive non-intrusive numerical schemes for systems of random conservation laws	2020	Jan Giesselmann Fabian Meyer Christian Rohde
+	Scalar conservation laws with stochastic discontinuous flux function	2021	Lukas Brencher Andrea Barth
+	Numerical methods for conservation laws with rough flux.	2018	Håkon Hoel Kenneth H. Karlsen Nils Henrik Risebro Erlend Briseid Storrøsten
+	An a posteriori error analysis based on non-intrusive spectral projections for systems of random conservation laws	2019	Jan Giesselmann Fabian Meyer Christian Rohde

Works Cited by This (18)

Action	Title	Year	Authors
+	Numerical Approximation of Hyperbolic Systems of Conservation Laws	1996	Edwige Godlewski Pierre-Arnaud Raviart
+	Kinetic Formulation of Conservation Laws	2002	Benoı̂t Perthame
+	Measure Theory and Fine Properties of Functions	2018	Lawrence C. Evans Ronald F. Garzepy
+ PDF Chat	Multilevel Monte Carlo Methods	2001	Stefan Heinrich
+	FIRST ORDER QUASILINEAR EQUATIONS IN SEVERAL INDEPENDENT VARIABLES	1970	S N Kružkov
+	Uniqueness of Weak Solutions to Systems of Conservation Laws	1997	Alberto Bressan Philippe G. LeFloch
+ PDF Chat	Invariant Measures for Burgers Equation with Stochastic Forcing	2000	E Weinan Konstantin Khanin A. Mazel Ya. G. Sinaĭ
+	A numerical method for first order nonlinear scalar conservation laws in one-dimension	1988	Helge Holden Lars Holden Raphaël Høegh-Krohn
+ PDF Chat	Stochastic evolution equations	1981	Н. В. Крылов B. L. Rozovskiĭ
+	Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data	2012	S. Mishra Ch. Schwab