Multilevel Monte-Carlo methods applied to the stochastic analysis of aerodynamic problems

All of RECERCAT

To access the full text documents, please follow this link: http://hdl.handle.net/2117/77253

Title:	Multilevel Monte-Carlo methods applied to the stochastic analysis of aerodynamic problems
Author:	Bugeda Castelltort, Gabriel; Pons Prats, Jordi
Other authors:	Universitat Politècnica de Catalunya. Departament de Resistència de Materials i Estructures a l'Enginyeria; Universitat Politècnica de Catalunya. RMEE - Grup de Resistència de Materials i Estructures en l'Enginyeria
Abstract:	This paper demonstrates the capabilities of the Multi-Level Monte Carlo Methods (MLMC) for the stochastic analysis of CFD aeronautical problems with uncertainties. These capabilities are compared with the classical Monte Carlo Methods in terms of accuracy and computational cost through a set of benchmark test cases. The real possibilities of solving CFD aeronautical analysis with uncertainties by using MLMC methods with a reasonable computational cost are demonstrated.
Subject(s):	-Àrees temàtiques de la UPC::Matemàtiques i estadística::Anàlisi numèrica::Mètodes numèrics -Numerical analysis -Multilevel Monte Carlo Methods -analysis with uncertainties -CFD -finite elements -RAE2822 -Anàlisi numèrica
Rights:	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Document type:	Article - Published version Conference Object
Share: