Related papers: $hp$-Multilevel Monte Carlo Methods for Uncertaint…
Continuous level Monte Carlo is an unbiased, continuous version of the celebrated multilevel Monte Carlo method. The approximation level is assumed to be continuous resulting in a stochastic process describing the quantity of interest.…
We present an analysis of multilevel Monte Carlo techniques for the forward problem of uncertainty quantification for the radiative transport equation, when the coefficients ({\em cross-sections}) are heterogenous random fields. To do this,…
In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms.…
This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…
This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…
In this contribution we present the first formulation of a heterogeneous multiscale method for an incompressible immiscible two-phase flow system with degenerate permeabilities. The method is in a general formulation which includes…
We propose and analyze a method for computing failure probabilities of systems modeled as numerical deterministic models (e.g., PDEs) with uncertain input data. A failure occurs when a functional of the solution to the model is below (or…
We present a superconvergent hybridizable discontinuous Galerkin (HDG) method for the steady-state incompressible Navier-Stokes equations on general polyhedral meshes. For arbitrary conforming polyhedral mesh, we use polynomials of degree…
The subsurface flow is usually subject to uncertain porous media structures. In most cases, however, we only have partial knowledge about the porous media properties. A common approach is to model the uncertain parameters of porous media as…
We present a generalized discontinuous Galerkin method for a multicomponent compressible barotropic Navier-Stokes system of equations. The system presented has a functional viscosity nu which depends on the pressure p=p(rho,mu_i) of the…
Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…
We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…
A discontinuous Galerkin pressure correction numerical method for solving the incompressible Navier-Stokes equations is formulated and analyzed. We prove unconditional stability of the propose scheme. Convergence of the discrete velocity is…
This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…
Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…
We present a novel variant of the multi-level Monte Carlo method that effectively utilizes a reserved computational budget on a high-performance computing system to minimize the mean squared error. Our approach combines concepts of the…
A new high order accurate semi-implicit space-time Discontinuous Galerkin method on staggered grids, for the simulation of viscous incompressible flows on two-dimensional domains is presented. The designed scheme is of the Arbitrary…
The accurate numerical simulation of high Reynolds number incompressible flows is a challenging topic in computational fluid dynamics. Classical inf-sup stable methods like the Taylor-Hood element or only $L^2$-conforming discontinuous…
Stochastic PDEs of Fluctuating Hydrodynamics are a powerful tool for the description of fluctuations in many-particle systems. In this paper, we develop and analyze a Multilevel Monte Carlo (MLMC) scheme for the Dean--Kawasaki equation, a…