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Monte Carlo-Based and Sampling-Based Methods and Their Range of Applicability

  • Robin SchmidtEmail author
  • Matthias Voigt
  • Michele Pisaroni
  • Fabio Nobile
  • Penelope Leyland
  • Jordi Pons-Prats
  • Gabriel Bugeda
Chapter
Part of the Notes on Numerical Fluid Mechanics and Multidisciplinary Design book series (NNFM, volume 140)

Abstract

The present section will focus on the applicability issues of Monte Carlo-based methods, as well as those methods based on sampling techniques. Special focus will be put on the Multi-Level Monte Carlo method and the two implementations developed during the UMRIDA project, namely the Continuous MLMC and MLMC. All named methods have been described in the above sections of this book.

Keywords

CFD UQ Robust design Monte Carlo CMLMC MLMC Applicability 

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2019

Authors and Affiliations

  • Robin Schmidt
    • 1
    Email author
  • Matthias Voigt
    • 1
  • Michele Pisaroni
    • 2
  • Fabio Nobile
    • 2
  • Penelope Leyland
    • 2
  • Jordi Pons-Prats
    • 3
  • Gabriel Bugeda
    • 3
    • 4
  1. 1.Institute of Fluid Mechanics, Technische Universität DresdenDresdenGermany
  2. 2.Scientific Computing and Uncertainty QuantificationEcole Polytechnique Fédérale de LausanneLausanneSwitzerland
  3. 3.CIMNEAeronautical GroupBarcelonaSpain
  4. 4.Universitat Politecnica de Catalunya - BarcelonaTechBarcelonaSpain

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