Multi-level Monte Carlo Finite Volume Methods for Uncertainty Quantification in Nonlinear Systems of Balance Laws

Siddhartha Mishra, Christoph Schwab, Jonas Sukys. Multi-level Monte Carlo Finite Volume Methods for Uncertainty Quantification in Nonlinear Systems of Balance Laws. In Hester Bijl, Didier Lucor, Siddhartha Mishra, Christoph Schwab, editors, Uncertainty Quantification in Computational Fluid Dynamics. Volume 92 of Lecture Notes in Computational Science and Engineering, pages 225-294, Springer, 2013. [doi]

Abstract

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