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Multilevel Monte-Carlo methods applied to the stochastic analysis of aerodynamic problems

Author
Bugeda, G.; Pons-Prats, J.
Type of activity
Presentation of work at congresses
Name of edition
Congreso de Métodos Numéricos en Ingeniería 2015
Date of publication
2015
Presentation's date
2015-06-30
Book of congress proceedings
CMN 2015 Congreso de Métodos Numéridos en Ingeniería
First page
1
Last page
18
Repository
http://hdl.handle.net/2117/77253 Open in new window
URL
http://www.dem.ist.utl.pt/cmn2015/ Open in new window
Abstract
This paper demonstrates the capabilities of the Multi-Level Monte Carlo Methods (MLMC) for the stochastic analysis of CFD aeronautical problems with uncertainties. These capabilities are compared with the classical Monte Carlo Methods in terms of accuracy and computational cost through a set of benchmark test cases. The real possibilities of solving CFD aeronautical analysis with uncertainties by using MLMC methods with a reasonable computational cost are demonstrated.
Citation
Bugeda, G., Pons, J. Multilevel Monte-Carlo methods applied to the stochastic analysis of aerodynamic problems. A: Congresso de Métodos Numéricos em Engenharia. "CMN 2015 Congreso de Métodos Numéridos en Ingeniería". Lisboa: 2015, p. 1-18.
Keywords
CFD, Multilevel Monte Carlo Methods, RAE2822, analysis with uncertainties, finite elements
Group of research
(MC)2 - UPC Computational continuum mechanics
RMEE - Strength of Materials and Structural Engineering Research Group

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