scholarly journals First- and second-order error estimates in Monte Carlo integration

2016 ◽  
Vol 208 ◽  
pp. 29-34 ◽  
Author(s):  
R. Bakx ◽  
R.H.P. Kleiss ◽  
F. Versteegen
Keyword(s):  
Monte Carlo ◽  
Error Estimates ◽  
Second Order ◽  
Monte Carlo Integration ◽  
Order Error

scholarly journals First and second order error estimates for the Upwind Source at Interface method

2004 ◽  
Vol 74 (249) ◽  
pp. 103-123 ◽  
Author(s):  
Theodoros Katsaounis ◽  
Chiara Simeoni
Keyword(s):  
Error Estimates ◽  
Second Order ◽  
Order Error

scholarly journals Control variate selection for Monte Carlo integration

2021 ◽  
Vol 31 (4) ◽  
Author(s):  
Rémi Leluc ◽  
François Portier ◽  
Johan Segers
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Integration ◽  
Control Variate ◽  
Selection For

scholarly journals Error estimates for forward Euler shock capturing finite element approximations of the one-dimensional Burgers' equation

2015 ◽  
Vol 25 (11) ◽  
pp. 2015-2042
Author(s):  
Erik Burman
Keyword(s):  
Finite Element ◽  
Error Estimates ◽  
Burgers Equation ◽  
Euler Method ◽  
Second Order ◽  
Shock Capturing ◽  
Discrete Solution ◽  
A Priori Bound ◽  
Forward Euler ◽  
Forward Euler Method

We propose an error analysis for a shock capturing finite element method for the Burgers' equation using the duality theory due to Tadmor. The estimates use a one-sided Lipschitz stability (Lip+-stability) estimate on the discrete solution and are obtained in a weak norm, but thanks to a total variation a priori bound on the discrete solution and an interpolation inequality, error estimates in Lp-norms (1 ≤ p < ∞) are deduced. Both first-order artificial viscosity and a nonlinear shock capturing term that formally is of second order are considered. For the discretization in time we use the forward Euler method. In the numerical section we verify the convergence order of the nonlinear scheme using the forward Euler method and a second-order strong stability preserving Runge–Kutta method. We also study the Lip+-stability property numerically and give some examples of when it holds strictly and when it is violated.

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