Multilevel Monte Carlo Simulation of the Eddy Current Problem With Random Parameters
arXiv:1705.08173 · doi:10.23919/ROPACES.2017.7916062
Abstract
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.
Applied Computational Electromagnetics Society Symposium - Italy (ACES), 2017 International, http://ieeexplore.ieee.org/document/7916062/