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Multilevel Monte Carlo for noise estimation in stochastic multiscale systems · Study

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ArticleMultilevel Monte Carlo for noise estimation in stochastic multiscale systems

Grigoriy Kimaev2018

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Articlegreen2018

Multilevel Monte Carlo for noise estimation in stochastic multiscale systems

Grigoriy Kimaev · Luis Ricardez‐Sandoval

7 citations·0/0 files stored·Process Safety and Environmental Protection

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Probabilistic and Robust Engineering Design Markov Chains and Monte Carlo Methods Advanced Mathematical Modeling in Engineering

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References

2008Multilevel Monte Carlo Path Simulation 2012Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion 2009Recent Advances in Non-Intrusive Polynomial Chaos and Stochastic Collocation Methods for Uncertainty Analysis and Design 2012Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions 2005Perspectives on the design and control of multiscale systems 2015Multilevel Monte Carlo Approximation of Distribution Functions and Densities 2014Uncertainty analysis and robust optimization of multiscale process systems with application to epitaxial thin film growth 2016An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations

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Year2018

Typearticle

Published2018-10-13

VenueProcess Safety and Environmental Protection

ISSN-L0263-8762

Languageen

Citations7

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/j.cherd.2018.10.006

openalex_workW2896937211

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