Multilevel Monte Carlo Simulation of the Eddy Current Problem With Random Parameters

05/23/2017

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by   Armin Galetzka, et al.

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The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given example it is found that the main costs of the method are spent on the coarsest level.