Sparse Tensor Multi-Level Monte Carlo Finite Volume Methods for hyperbolic conservation laws with random initial data

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Author
Schwab, Christoph
Mishra, Siddhartha
Date
2012-10
Type
  • Journal Article
Publication status
published
External links
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Journal / series
Mathematics of Computation
Volume
81(280)
Pages / Article No.
1979 - 2018
Publisher
American Mathematical Society
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
03851 - Mishra, Siddhartha / Mishra, Siddhartha  
Notes
Received 31 August 2010, Received in revised form 25 May 2011, Published online 5 April 2012.
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Citations
Cited 42 times in Web of Science
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