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

Siddhartha MishraChristoph Schwab
Published in: Math. Comput. (2012)
Keyphrases
  • monte carlo
  • conservation laws
  • monte carlo methods
  • spectral clustering
  • high dimensional data
  • markov chain
  • multiscale
  • high dimensional
  • missing data
  • missing values
  • original data
  • stochastic systems