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 |
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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 |
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