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On the Selection of Random Field Evaluation Points in the p-MLQMC Method
Philippe Blondeel, Pieterjan Robbe, Stijn François +2
Engineering problems are often characterized by significant uncertainty in their material parameters. A typical example coming from geotechnical engineering is the slope stability…
Multilevel Asymptotic-Preserving Monte Carlo for Particle Simulations
Bert Mortier, Pieterjan Robbe, Martine Baelmans +1
We develop a novel multilevel asymptotic-preserving Monte Carlo method, called Multilevel Kinetic-Diffusion Monte Carlo (ML-KDMC), for simulating the kinetic Boltzmann transport eq…
Enhanced Multi-Index Monte Carlo by means of Multiple Semi-Coarsened Multigrid for Anisotropic Diffusion Problems
Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle
In many models used in engineering and science, material properties are uncertain or spatially varying. For example, in geophysics, and porous media flow in particular, the uncerta…
h- and p-refined Multilevel Monte Carlo Methods for Uncertainty Quantification in Structural Engineering
Philippe Blondeel, Pieterjan Robbe, Cédric van hoorickx +2
Practical structural engineering problems are often characterized by significant uncertainties. Historically, one of the prevalent methods to account for this uncertainty has been…