Metadata only
Datum
2016-03Typ
- Journal Article
Abstract
We consider random scalar hyperbolic conservation laws in spatial dimension $d ≥ 1$ with bounded random flux functions which are Lipschitz continuous with respect to the state variable, for which there exists a unique random entropy solution. We present a convergence analysis of a multilevel Monte Carlo front-tracking algorithm. It is based on “pathwise” application of the front-tracking method for deterministic conservation laws. Due to the first order convergence of front tracking, we obtain an improved complexity estimate in one space dimension. Mehr anzeigen
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
BIT Numerical MathematicsBand
Seiten / Artikelnummer
Verlag
SpringerThema
Conservation laws; Random flux; Front tracking; Monte Carlo methodOrganisationseinheit
03435 - Schwab, Christoph / Schwab, Christoph
Förderung
247277 - Automated Urban Parking and Driving (EC)
Zugehörige Publikationen und Daten
Is new version of: https://doi.org/10.3929/ethz-a-010387131
Is referenced by: http://hdl.handle.net/20.500.11850/192381