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math.NA2019
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…
math.NA2019★ 1 cited
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…