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We investigate the applicability of the well-known multilevel Monte Carlo (MLMC) method to the class of density-driven flow problems, in particular the problem of salinisation of coastal aquifers. As a test case, we solve the uncertain…

Computational Engineering, Finance, and Science · Computer Science 2024-03-27 Dmitry Logashenko , Alexander Litvinenko , Raul Tempone , Ekaterina Vasilyeva , Gabriel Wittum

This work develops an elasto-plastic cell-based smoothed finite element method (CSFEM) for geotechnical analysis. The formulation incorporates a smoothed strain field into the standard elasto-plastic framework based on the Mohr-Coulomb…

Numerical Analysis · Mathematics 2025-11-26 Yang Yang , Mingjiao Yan , Zongliang Zhang , Miao Zhang , Feidong Zheng , Dong Pan , Xiaozi Lin

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

In this work, we employ the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) to solve the problem of linear heterogeneous poroelasticity with coefficients of high contrast. The proposed method makes use…

Numerical Analysis · Mathematics 2019-09-04 Shubin Fu , Robert Altmann , Eric T. Chung , Roland Maier , Daniel Peterseim , Sai-Mang Pun

We analyse and implement a quasi-Monte Carlo (QMC) finite element method (FEM) for the forward problem of uncertainty quantification (UQ) for the Helmholtz equation with random coefficients, both in the second-order and zero-order terms of…

Numerical Analysis · Mathematics 2025-11-04 Ivan G. Graham , Frances Y. Kuo , Dirk Nuyens , Ian H. Sloan , Euan A. Spence

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…

Numerical Analysis · Mathematics 2024-02-13 Tiangang Cui , Hans De Sterck , Alexander D. Gilbert , Stanislav Polishchuk , Robert Scheichl

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…

Computational Engineering, Finance, and Science · Computer Science 2020-03-24 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

The crystal plasticity finite element method (CPFEM) is a widely used technique for resolving macroscopic stress and strain onto the physically relevant length scales of grains and slip systems in ductile crystalline materials like…

Materials Science · Physics 2024-02-27 John D. Shimanek , Zi-Kui Liu , Allison M. Beese

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

We quantify uncertainties in the location and magnitude of extreme pressure spots revealed from large scale multi-phase flow simulations of cloud cavitation collapse. We examine clouds containing 500 cavities and quantify uncertainties…

Computational Engineering, Finance, and Science · Computer Science 2017-11-09 Jonas Šukys , Ursula Rasthofer , Fabian Wermelinger , Panagiotis Hadjidoukas , Petros Koumoutsakos

In this paper, we investigate and design multiscale simulations for stochastic multiscale PDEs. As for the space, we consider a coarse grid and a known multiscale method, the Generalized Multiscale Finite Element Method (GMsFEM). In order…

Numerical Analysis · Mathematics 2020-04-10 Zecheng Zhang , Eric Chung , Yalchin Efendiev , Wing Tat Leung

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

Computational Engineering, Finance, and Science · Computer Science 2022-09-02 Jonas Nitzler , Jonas Biehler , Niklas Fehn , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

Accurate numerical simulations of interaction between fluid and solid play an important role in applications. The task is challenging in practical scenarios as the media are usually highly heterogeneous with very large contrast. To overcome…

Numerical Analysis · Mathematics 2020-05-15 Xia Wang , Eric Chung , Shubin Fu , Zhaoqin Huang

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

By adopting a Multilevel Monte Carlo (MLMC) framework, we show that only a handful of costly fine scale computations are needed to accurately estimate statistics of the failure of a composite structure, as opposed to the thousands typically…

Numerical Analysis · Mathematics 2019-07-25 T. J. Dodwell , S. Kinston , R. Butler , R. T. Haftka , Nam H. Kim , R. Scheichl

Efficient uncertainty quantification algorithms are key to understand the propagation of uncertainty -- from uncertain input parameters to uncertain output quantities -- in high resolution mathematical models of brain physiology. Advanced…

Computational Engineering, Finance, and Science · Computer Science 2023-01-10 Matteo Croci , Vegard Vinje , Marie E. Rognes

Uncertainty quantification (UQ) is an active area of research, and an essential technique used in all fields of science and engineering. The most common methods for UQ are Monte Carlo and surrogate-modelling. The former method is…

Computation · Statistics 2023-09-01 Arnau Albà , Romana Boiger , Dimitri Rochman , Andreas Adelmann

The mathematical formulation of sign-changing problems involves a linear second-order partial differential equation in the divergence form, where the coefficient can assume positive and negative values in different subdomains. These…

Numerical Analysis · Mathematics 2026-05-19 Eric T. Chung , Patrick Ciarlet , Xingguang Jin , Changqing Ye

We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…

Numerical Analysis · Mathematics 2019-07-18 Josef Dick , Michael Feischl , Christoph Schwab

A framework is developed based on different uncertainty quantification (UQ) techniques in order to assess validation and verification (V&V) metrics in computational physics problems, in general, and computational fluid dynamics (CFD), in…

Computational Physics · Physics 2020-07-15 Saleh Rezaeiravesh , Ricardo Vinuesa , Philipp Schlatter