Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data

Siddhartha Mishra, Christoph Schwab. Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data. Math. Comput., 81(280):1979-2018, 2012. [doi]

@article{MishraS12-2,
  title = {Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data},
  author = {Siddhartha Mishra and Christoph Schwab},
  year = {2012},
  doi = {10.1090/S0025-5718-2012-02574-9},
  url = {http://dx.doi.org/10.1090/S0025-5718-2012-02574-9},
  researchr = {https://researchr.org/publication/MishraS12-2},
  cites = {0},
  citedby = {0},
  journal = {Math. Comput.},
  volume = {81},
  number = {280},
  pages = {1979-2018},
}