Efficient Uncertainty Quantification for Wave Propagation in Complex Geometry

Grote, Marcus J. and Michel, Simon. (2019) Efficient Uncertainty Quantification for Wave Propagation in Complex Geometry. In: 14th International Conference on Mathematical and Numerical Aspects of Wave Propagation (WAVES 2019). Wien, pp. 510-511.

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Monte Carlo methods are probably the most popular approach in uncertainty quantification to compute expected values of quantities of interest (QoIs). Multilevel Monte Carlo (MLMC) methods significantly reduce the computational cost by distributing the sampling across a mesh hierarchy and restricting most samples to the coarser grids. Geometric constraints, however, may impede uniform coarsening thereby forcing some elements to remain small across all levels. Then, the increasingly stringent CFL stability condition on the time-step on coarser levels effectively nullifies the advantages of the multilevel approach. By adapting the time-step to the locally refined elements on each level, local time-stepping (LTS) methods permit to restore the efficiency of MLMC methods even in the presence of complex geometry without sacrificing the explicitness and inherent parallelism.
Faculties and Departments:05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Numerik (Grote)
UniBasel Contributors:Grote, Marcus J. and Michel, Simon
Item Type:Conference or Workshop Item, refereed
Conference or workshop item Subtype:Conference Paper
Publisher:TU Wien
Note:Publication type according to Uni Basel Research Database: Conference paper
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Last Modified:10 Mar 2020 09:10
Deposited On:10 Mar 2020 09:10

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