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Multi-level Monte Carlo method

Autor
Pons, J.; Bugeda, G.
Tipus d'activitat
Capítol de llibre
Llibre
Uncertainty management for robust industrial design in aeronautics: findings and best practice collected during UMRIDA, a collaborative research project (2013–2016) funded by the European Union
Pàgina inicial
291
Pàgina final
304
Editorial
Springer
Data de publicació
2019
ISBN
978-3-319-77766-5 Obrir en finestra nova
DOI
https://doi.org/10.1007/978-3-319-77767-2 Obrir en finestra nova
URL
https://link.springer.com/book/10.1007%2F978-3-319-77767-2 Obrir en finestra nova
Resum
This book covers cutting-edge findings related to uncertainty quantification and optimization under uncertainties (i.e. robust and reliable optimization), with a special emphasis on aeronautics and turbomachinery, although not limited to these fields. It describes new methods for uncertainty quantification, such as non-intrusive polynomial chaos, collocation methods, perturbation methods, as well as adjoint based and multi-level Monte Carlo methods. It includes methods for characterization of mo...
Paraules clau
Monte Carlo, Multi-level Monte Carlo, Stochastic analysis
Grup de recerca
(MC)2 - UPC Mecànica de Medis Continus i Computacional
RMEE - Grup de Resistència de Materials i Estructures en l'Enginyeria

Participants