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Multi-level Monte Carlo finite volume method for shallow water equations with uncertain parameters applied to landslides-generated tsunamis
11 references·0 citing·33 second hop
Multi-level Monte Carlo finite volume method for shallow water equations with uncertain parameters applied to landslides-generated tsunamis (2015)Multi-level Monte Carlo finite volume met…Uncertainty Quantification in Computational Fluid Dynamics (2013)Uncertainty Quantification in…Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data (2012)Sparse tensor multi-level Mon…Multilevel Monte Carlo Finite Volume Methods for Shallow Water Equations with Uncertain Topography in Multi-dimensions (2012)Multilevel Monte Carlo Finite…Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions (2012)Multi-level Monte Carlo finit…Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems (2010)Intrusive Galerkin methods wi…An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (2009)An adaptive hierarchical spar…Uncertainty quantification for systems of conservation laws (2008)Uncertainty quantification fo…Multilevel Monte Carlo Path Simulation (2008)Multilevel Monte Carlo Path S…Improved Multilevel Monte Carlo Convergence using the Milstein Scheme (2007)Improved Multilevel Monte Car…High-Order Collocation Methods for Differential Equations with Random Inputs (2005)High-Order Collocation Method…Uncertainty analysis for the steady-state flows in a dual throat nozzle (2004)Uncertainty analysis for the …Stochastic Finite Elements: A Spectral Approach (1991)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)A stochastic Galerkin method for the Euler equations with Roe variable transformation (2013)Adaptive stochastic Galerkin FEM (2013)Modeling uncertainty in flow simulations via generalized polynomial chaos (2003)Numerical analysis of the Burgers’ equation in the presence of uncertainty (2009)Robust Uncertainty Propagation in Systems of Conservation Laws with the Entropy Closure Method (2013)Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations (2004)Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients (2011)Multilevel Monte Carlo method for parabolic stochastic partial differential equations (2012)A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2015)Stochastic Differential Equations: An Introduction with Applications. (1987)A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2010)A non-adapted sparse approximation of PDEs with stochastic inputs (2011)Stochastic finite element methods for partial differential equations with random input data (2014)Monte Carlo Methods in Financial Engineering (2003)An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (2011)Monte Carlo and Quasi-Monte Carlo Methods (2013)Unbiased Estimation with Square Root Convergence for SDE Models (2015)Numerical solution of stochastic differential equations (2016)Proceedings of the 2004 Winter Simulation Conference, 2004. (2004)Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media (2013)Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems (2014)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2007)A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)Adaptive sparse polynomial chaos expansion based on least angle regression (2010)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2012)Optimal Model Management for Multifidelity Monte Carlo Estimation (2016)Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches (2017)Multi-scale control variate methods for uncertainty quantification in kinetic equations (2019)Principal component analysis and sparse polynomial chaos expansions for global sensitivity analysis and model calibration: Application to urban drainage simulation (2019)
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References

  • 2005High-Order Collocation Methods for Differential Equations with Random Inputs1,522 cited
  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
  • 2009An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations447 cited
  • 2007Improved Multilevel Monte Carlo Convergence using the Milstein Scheme205 cited
  • 2008Uncertainty quantification for systems of conservation laws177 cited
  • 2012Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data142 cited
  • 2010Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems127 cited
  • 2012Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions113 cited
  • 2013Uncertainty Quantification in Computational Fluid Dynamics103 cited
  • 2004Uncertainty analysis for the steady-state flows in a dual throat nozzle74 cited
  • 2012Multilevel Monte Carlo Finite Volume Methods for Shallow Water Equations with Uncertain Topography in Multi-dimensions48 cited

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