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Multilevel Monte Carlo Simulation of the Eddy Current Problem With Random Parameters

Galetzka, Armin and Bontinck, Zeger and Römer, Ulrich and Schöps, Sebastian (2017):
Multilevel Monte Carlo Simulation of the Eddy Current Problem With Random Parameters.
In: 2017 International Applied Computational Electromagnetics Society Symposium,
IEEE, 2017 International Applied Computational Electromagnetics Society (ACES) Symposium, [Conference or Workshop Item]

Abstract

The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given example it is found that the main costs of the method are spent on the coarsest level.

Item Type: Conference or Workshop Item
Erschienen: 2017
Creators: Galetzka, Armin and Bontinck, Zeger and Römer, Ulrich and Schöps, Sebastian
Title: Multilevel Monte Carlo Simulation of the Eddy Current Problem With Random Parameters
Language: English
Abstract:

The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given example it is found that the main costs of the method are spent on the coarsest level.

Title of Book: 2017 International Applied Computational Electromagnetics Society Symposium
Publisher: IEEE
Divisions: 18 Department of Electrical Engineering and Information Technology
18 Department of Electrical Engineering and Information Technology > Institute of Electromagnetic Field Theory (from 01.01.2019 renamed Institute for Accelerator Science and Electromagnetic Fields)
18 Department of Electrical Engineering and Information Technology > Institute of Electromagnetic Field Theory (from 01.01.2019 renamed Institute for Accelerator Science and Electromagnetic Fields) > Computational Engineering (from 01.01.2019 renamed Computational Electromagnetics)
Exzellenzinitiative
Exzellenzinitiative > Graduate Schools
Exzellenzinitiative > Graduate Schools > Graduate School of Computational Engineering (CE)
Event Title: 2017 International Applied Computational Electromagnetics Society (ACES) Symposium
Date Deposited: 23 Sep 2017 16:31
Official URL: https://doi.org/10.23919/ROPACES.2017.7916062
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