Stochastic turbulence modeling in RANS simulations via multilevel Monte Carlo
نویسندگان
چکیده
منابع مشابه
Longitudinal functional principal component modeling via Stochastic Approximation Monte Carlo.
The authors consider the analysis of hierarchical longitudinal functional data based upon a functional principal components approach. In contrast to standard frequentist approaches to selecting the number of principal components, the authors do model averaging using a Bayesian formulation. A relatively straightforward reversible jump Markov Chain Monte Carlo formulation has poor mixing properti...
متن کاملMonte-Carlo Simulations for Stochastic Optimization
1. Introduction Many important real-world problems contain stochastic elements and require optimization. Stochastic programming and simulation-based optimization are two approaches used to address this issue. We do not explicitly discuss other related areas including stochastic control, stochas-tic dynamic programming, and Markov decision processes. We consider a stochastic optimization problem...
متن کاملEfficient Monte Carlo simulations for stochastic programming
This paper is concerned with chance constrained programming to deal with nonlinear optimization problems with random parameters. Specific Monte Carlo methods to evaluate the gradient and Hessian of probabilistic constraints are proposed and discussed. These methods are implemented in penalization optimization routines adapted to stochastic optimization. They are shown to reduce the computationa...
متن کاملMultilevel Monte Carlo method for simulations of fluids
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical calculation. This means that scales larger than or comparable to the one that can be simulated are not taken into account. The second difficulty is the local...
متن کاملMultilevel Monte Carlo Methods
We study Monte Carlo approximations to high dimensional parameter dependent integrals. We survey the multilevel variance reduction technique introduced by the author in [4] and present extensions and new developments of it. The tools needed for the convergence analysis of vector-valued Monte Carlo methods are discussed, as well. Applications to stochastic solution of integral equations are give...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Fluids
سال: 2020
ISSN: 0045-7930
DOI: 10.1016/j.compfluid.2019.104420