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12/15/2020
On the Selection of Random Field Evaluation Points in the p-MLQMC Method
Engineering problems are often characterized by significant uncertainty ...
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05/29/2020
MG/OPT and MLMC for Robust Optimization of PDEs
An algorithm is proposed to solve robust control problems constrained by...
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07/29/2019
Enhanced Multi-Index Monte Carlo by means of Multiple Semi-Coarsened Multigrid for Anisotropic Diffusion Problems
In many models used in engineering and science, material properties are ...
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07/10/2019
A multilevel Monte Carlo method for asymptotic-preserving particle schemes
Kinetic equations model distributions of particles in position-velocity ...
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06/25/2019
h- and p-refined Multilevel Monte Carlo Methods for Uncertainty Quantification in Structural Engineering
Practical structural engineering problems are often characterized by sig...
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08/31/2018
Multilevel Monte Carlo for uncertainty quantification in structural engineering
Practical structural engineering problems often exhibit a significant de...
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11/07/2017