6 citations · 15 across the 16 of their papers we have counts for
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cs.CE2018★ 6 cited
Multilevel Monte Carlo for uncertainty quantification in structural engineering
Philippe Blondeel, Pieterjan Robbe, Cédric van hoorickx +2
Practical structural engineering problems often exhibit a significant degree of uncertainty in the material properties being used, the dimensions of the modeled structures, etc. In…
math.NA2018
Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method
Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle
The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantifi…