Ulrik Skre Fjordholm

Ulrik Skre Fjordholm, Kjetil Lye, Siddhartha Mishra

We propose efficient numerical algorithms for approximating statistical solutions of scalar conservation laws. The proposed algorithms combine finite volume spatio-temporal approximations with Monte Carlo and multi-level Monte Carlo discretizations of the probability space. Both sets of methods are proved to converge to the entropy statistical solution. We also prove that there is a considerable gain in efficiency resulting from the multi-level Monte Carlo method over the standard Monte Carlo method. Numerical experiments illustrating the ability of both methods to accurately compute multi-point statistical quantities of interest are also presented.

Neelabja Chatterjee, Ulrik Skre Fjordholm

We derive and study a Lax--Friedrichs type finite volume method for a large class of nonlocal continuity equations in multiple dimensions. We prove that the method converges weakly to the measure-valued solution, and converges strongly if the initial data is of bounded variation. Several numerical examples for the kinetic Kuramoto equation are provided, demonstrating that the method works well both for regular and singular data.

Ulrik Skre Fjordholm

We review the currently available stability properties of the ENO reconstruction procedure, such as its monotonicity and non-oscillatory properties, the sign property, upper bounds on cell interface jumps and a total variation-type bound. We also outline how these properties can be applied to derive stability and convergence of high-order accurate schemes for conservation laws.