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

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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
Publication status
published
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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 / Seminar for Applied Mathematics  
Funding
247277 - Automated Urban Parking and Driving (EC)
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