MLMC method to estimate propagation of uncertainties in electromagnetic fields scattered from objects of uncertain shapes
KAUST DepartmentApplied Mathematics and Computational Science Program
Computational Electromagnetics Laboratory
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Electrical Engineering Program
Physical Science and Engineering (PSE) Division
Stochastic Numerics Research Group
Online Publication Date2021-01-25
Print Publication Date2021-01
Permanent link to this recordhttp://hdl.handle.net/10754/667651
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AbstractWe estimate the propagation of uncertainties in electromagnetic wave scattering problems. The computational domain is a dielectric object with uncertain shape. Since classical Monte Carlo (MC) method is too expensive, we suggest to use a modified multilevel Monte Carlo (MLMC) method. This method uses a hierarchy of spatial meshes and optimally balances the statistical and discretisation errors. MLMC performs most of the simulations using low-fidelity models and only a few simulations using high-fidelity models. As a result, the final computational cost is becoming significantly smaller.
CitationLitvinenko, A., Yucel, A., Bagci, H., Oppelstrup, J., Michielssen, E., & Tempone, R. (2021). MLMC method to estimate propagation of uncertainties in electromagnetic fields scattered from objects of uncertain shapes. PAMM, 20(1). doi:10.1002/pamm.202000064
SponsorsThis research was supported by King Abdullah University of Science and Technology and the Alexander von Humboldt Foundation.
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