Multilevel Monte-Carlo methods applied to the stochastic analysis of aerodynamic problems
Document typeConference lecture
Rights accessOpen Access
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.
CitationBugeda, G., Pons, J. Multilevel Monte-Carlo methods applied to the stochastic analysis of aerodynamic problems. A: Congresso de Métodos Numéricos em Engenharia. "CMN 2015 Congreso de Métodos Numéridos en Ingeniería". Lisboa: 2015, p. 1-18.