Multilevel Monte Carlo Finite Volume Methods for Shallow Water Equations with Uncertain Topography in Multi-dimensions

Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions

(2012) S. Mishra et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Well-balanced and energy stable schemes for the shallow water equations with discontinuous topography

(2011) Ulrik S. Fjordholm et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients

(2011) Andrea Barth et al.   NUMERISCHE MATHEMATIK

Tsunami modelling with adaptively refined finite volume methods

(2011) Randall J. LeVeque et al.   ACTA NUMERICA

An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations

(2009) Xiang Ma et al.   JOURNAL OF COMPUTATIONAL PHYSICS

An adaptive Stochastic Finite Elements approach based on Newton–Cotes quadrature in simplex elements

(2008) Jeroen A.S. Witteveen et al.   COMPUTERS & FLUIDS

Uncertainty quantification for systems of conservation laws

(2008) Gaël Poëtte et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Multilevel Monte Carlo Path Simulation

(2008) Michael B. Giles   OPERATIONS RESEARCH