Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model
Sign Up to like & getrecommendations! Published in 2020 at "Advances in Applied Probability"
DOI: 10.1017/apr.2019.55
Abstract: Abstract In the first part of this paper we study approximations of trajectories of piecewise deterministic processes (PDPs) when the flow is not given explicitly by the thinning method. We also establish a strong error… read more here.
Keywords: multilevel monte; monte carlo; markov processes; piecewise deterministic ... See more keywords
A Multilevel Monte Carlo Method for High-Dimensional Uncertainty Quantification of Low-Frequency Electromagnetic Devices
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Magnetics"
DOI: 10.1109/tmag.2019.2911053
Abstract: This paper addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized in space… read more here.
Keywords: monte carlo; method; electromagnetic devices; multilevel monte ... See more keywords