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math.NA2020
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…
math.NA2020
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…