2 papers
math.NA2026
Recursive rounding of sample size estimation for multi-fidelity Monte Carlo
Jiaxing Liang
In multifidelity Monte Carlo (MFMC), optimal sample allocations are typically derived from a continuous relaxation of a variance minimization problem, with integer solutions obtain…
physics.comp-ph2026
Surrogate-based multilevel Monte Carlo methods for uncertainty quantification in the Grad-Shafranov free boundary problem
Howard Elman, Jiaxing Liang, Tonatiuh Sánchez-Vizuet
We explore a hybrid technique to quantify the variability in the numerical solutions to a free boundary problem associated with magnetic equilibrium in axisymmetric fusion reactors…