Multilevel Monte-Carlo front-tracking for random scalar conservation laws

Download
Text (Adobe PDF, 2.957Mb)
Thumbnail
Open access
Author
Risebro, Nils Henrik
Schwab, Christoph
Weber, Franziska
Date
2014
Type
  • Report
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-010387131
External links
Search via SFX
Journal / series
Research report / Seminar für Angewandte Mathematik
Volume
2012(17)
Publisher
ETH-Zürich
Subject
ERHALTUNGSSÄTZE (THEORETISCHE PHYSIK); HYPERBOLISCHE DIFFERENTIALGLEICHUNGEN (ANALYSIS); STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE APPROXIMATION + MONTE-CARLO-METHODEN (STOCHASTIK); CONSERVATION LAWS (THEORETICAL PHYSICS); HYPERBOLIC DIFFERENTIAL EQUATIONS (MATHEMATICAL ANALYSIS); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); STOCHASTIC APPROXIMATION + MONTE CARLO METHODS (STOCHASTICS)
Organisational unit
02501 - Seminar für Angewandte Mathematik (SAM) / Seminar for Applied Mathematics (SAM)
Funding
Biomimiking the brain - towards 3D neuronal network dynamics
More
Show all metadata
Altmetrics