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000220617 005__ 20190317000510.0
000220617 0247_ $$2doi$$a10.1016/j.cma.2017.07.030
000220617 022__ $$a0045-7825
000220617 02470 $$2ISI$$a000413322300002
000220617 037__ $$aARTICLE
000220617 245__ $$aA Continuation Multi Level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
000220617 260__ $$bElsevier$$c2017$$aLausanne
000220617 269__ $$a2017
000220617 300__ $$a31
000220617 336__ $$aJournal Articles
000220617 520__ $$aIn this work we apply the Continuation Multi-Level Monte Carlo (C-MLMC) algorithm proposed in Collier et al. (2014) to efficiently propagate operating and geometric uncertainties in inviscid compressible aerodynamics numerical simulations. The key idea of MLMC is that one can draw MC samples simultaneously and independently on several approximations of the problem under investigations on a hierarchy of nested computational grids (levels). The expectation of an output quantity is computed as a sample average using the coarsest solutions and corrected by averages of the differences of the solutions of two consecutive grids in the hierarchy. By this way, most of the computational effort is transported from the finest level (as in a standard Monte Carlo approach) to the coarsest one. The continuation algorithm (C-MLMC) is a robust and self-tuning version that estimates on the fly the optimal number of level and realizations per level. In this work we describe in detail how C-MLMC can be adapted to perform uncertainty quantification analysis in compressible aerodynamics and we apply it to the relevant test cases of a quasi 1D convergent–divergent Laval nozzle and the 2D transonic RAE-2822 airfoil.
000220617 6531_ $$aMulti level monte carlo
000220617 6531_ $$aUncertainty quantification
000220617 6531_ $$aAerodynamics
000220617 6531_ $$aCompressible flows
000220617 700__ $$0247665$$g239930$$aPisaroni, Michele
000220617 700__ $$0241873$$g118353$$aNobile, Fabio
000220617 700__ $$aLeyland, Pénélope$$g105662$$0242407
000220617 773__ $$j326$$tComputer Methods in Applied Mechanics and Engineering$$q20-50
000220617 787__ $$whttps://infoscience.epfl.ch/record/263557$$eIs New Version Of
000220617 8564_ $$uhttps://infoscience.epfl.ch/record/220617/files/2017_Pisaroni_Nobile_Leyland_CMAME_Continuation.pdf$$zPublisher's version$$s3900534$$yPublisher's version
000220617 909C0 $$xU12495$$0252411$$pCSQI
000220617 909CO $$qGLOBAL_SET$$pSB$$ooai:infoscience.tind.io:220617$$particle
000220617 917Z8 $$x178574
000220617 917Z8 $$x118353
000220617 917Z8 $$x178574
000220617 917Z8 $$x118353
000220617 937__ $$aEPFL-ARTICLE-220617
000220617 973__ $$rREVIEWED$$sPUBLISHED$$aEPFL
000220617 980__ $$aARTICLE