Multi-level Monte Carlo Finite Volume methods for non-linear systems of conservation laws in multi-dimensions with random initial data
Metadata only
Author
Sukys, Jonas
Date
2011-02-07Type
- Master Thesis
ETH Bibliography
yes
Altmetrics
Abstract
We extend the Multi-Level Monte Carlo (MLMC) algorithm of [19] in order to quantify uncertainty in the solutions of multi-dimensional hyperbolic systems of conservation laws with uncertain initial data. The algorithm is presented and several issues arising in the massively parallel numerical implementation are addressed. In particular, we present a novel load balancing procedure that ensures scalability of the MLMC algorithm on massively parallel hardware. A new code ALSVID-UQ is described and applied to simulate uncertain solutions of the Euler equations and ideal MHD equations. Numerical experiments showing the robustness, eciency and scalability of the proposed algorithm are presented Show more
Publication status
publishedExternal links
Search via SFX
Publisher
ETH Zurich, Department of MathematicsOrganisational unit
03851 - Mishra, Siddhartha / Mishra, Siddhartha
Notes
.More
Show all metadata
ETH Bibliography
yes
Altmetrics