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Multi-Level Monte Carlo Finite Volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
(2014)Research ReportWe consider the very challenging problem of efficient uncertainty quantification for acoustic wave propagation in a highly heterogeneous, possibly layered, random medium, characterized by possibly anisotropic, piecewise log-exponentially distributed Gaussian random fields. A multi-level Monte Carlo finite volume method is proposed, along with a novel, bias-free upscaling technique that allows to represent the input random fields, generated ...Report