Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data
Autor: | Ujjwal Koley, Tanmay Sarkar, Deep Ray |
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Rok vydání: | 2021 |
Předmět: |
Statistics and Probability
Conservation law Astrophysics::High Energy Astrophysical Phenomena Applied Mathematics Degenerate energy levels Monte Carlo method Finite difference method 010103 numerical & computational mathematics 01 natural sciences 010104 statistics & probability Entropy (classical thermodynamics) Modeling and Simulation Convection velocity Discrete Mathematics and Combinatorics Diffusive flux Statistical physics 0101 mathematics Statistics Probability and Uncertainty Randomness Mathematics |
Zdroj: | SIAM/ASA Journal on Uncertainty Quantification. 9:65-105 |
ISSN: | 2166-2525 |
DOI: | 10.1137/19m1279447 |
Popis: | We establish a notion of random entropy solution for degenerate fractional conservation laws incorporating randomness in the initial data, convective flux, and diffusive flux. In order to quantify ... |
Databáze: | OpenAIRE |
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