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math.NA2025
Multi-Order Monte Carlo IMEX hierarchies for uncertainty quantification in multiscale hyperbolic systems
Giulia Bertaglia, Walter Boscheri, Lorenzo Pareschi
We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework l…
math.NA2025
Multi-fidelity and multi-level Monte Carlo methods for kinetic models of traffic flow
Elisa Iacomini, Lorenzo Pareschi
In traffic flow modeling, incorporating uncertainty is crucial for accurately capturing the complexities of real-world scenarios. In this work we focus on kinetic models of traffic…