Galetzka, Armin ; Bontinck, Zeger ; Römer, Ulrich ; 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 ; Bontinck, Zeger ; Römer, Ulrich ; 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. |
| Book Title: | 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 |
| URL / URN: | https://doi.org/10.23919/ROPACES.2017.7916062 |
| Corresponding Links: | |
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