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Monte-Carlo Finite-Volume Methods in Uncertainty Quantification for Hyperbolic Conservation Laws
15 references·0 citing·39 second hop
Monte-Carlo Finite-Volume Methods in Uncertainty Quantification for Hyperbolic Conservation Laws (2017)Monte-Carlo Finite-Volume Methods in Unce…A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations (2017)A multilevel Monte Carlo fini…Numerical Solution of Scalar Conservation Laws with Random Flux Functions (2016)Numerical Solution of Scalar …Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium (2016)Multi-level Monte Carlo finit…Stochastic scalar conservation laws driven by rough paths (2015)Stochastic scalar conservatio…Multilevel Monte Carlo front-tracking for random scalar conservation laws (2015)Multilevel Monte Carlo front-…Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method (2015)Estimation of arbitrary order…A Novel Weakly-Intrusive Non-linear Multiresolution Framework for Uncertainty Quantification in Hyperbolic Partial Differential Equations (2015)A Novel Weakly-Intrusive Non-…Uncertainty Quantification in Computational Fluid Dynamics (2013)Uncertainty Quantification in…Combination technique based k-th moment analysis of elliptic problems with random diffusion (2013)Combination technique based k…Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data (2012)Sparse tensor multi-level Mon…Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions (2012)Multi-level Monte Carlo finit…Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs (2011)Sparse tensor discretizations…Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients (2011)Multi-level Monte Carlo Finit…Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems (2010)Intrusive Galerkin methods wi…Sparse finite element methods for operator equations with stochastic data (2006)Sparse finite element methods…Karhunen–Loève approximation of random fields by generalized fast multipole methods (2006)Multilevel Monte Carlo Path Simulation (2008)A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations (2018)Stochastic Finite Elements: A Spectral Approach (1991)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)High-Order Collocation Methods for Differential Equations with Random Inputs (2005)A stochastic Galerkin method for the Euler equations with Roe variable transformation (2013)Adaptive stochastic Galerkin FEM (2013)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)Computing quantities of interest for random domains with second order shape sensitivity analysis (2015)Uncertainty Quantification (2016)The second order perturbation approach for elliptic partial differential equations on random domains (2017)Stochastic Analysis (1997)Sparse Finite Elements for Stochastic Elliptic Problems ? 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References

  • 2011Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients296 cited
  • 2011Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs260 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
  • 2006Sparse finite element methods for operator equations with stochastic data70 cited
  • 2016Numerical Solution of Scalar Conservation Laws with Random Flux Functions42 cited
  • 2016Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium36 cited
  • 2013Combination technique based k-th moment analysis of elliptic problems with random diffusion32 cited
  • 2017A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations26 cited
  • 2015Stochastic scalar conservation laws driven by rough paths26 cited
  • 2015Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method22 cited

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2015
A Novel Weakly-Intrusive Non-linear Multiresolution Framework for Uncertainty Quantification in Hyperbolic Partial Differential Equations
12 cited
  • 2015Multilevel Monte Carlo front-tracking for random scalar conservation laws12 cited
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