9 citations · 21 across the 9 of their papers we have counts for
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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…
A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit
Emil Løvbak, Giovanni Samaey, Stefan Vandewalle
Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional re…
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…