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dc.contributor.author
Mishra, Siddhartha
dc.contributor.author
Schwab, Christoph
dc.contributor.author
Sukys, Jonas
dc.date.accessioned
2018-03-06T14:20:24Z
dc.date.available
2017-06-11T14:43:37Z
dc.date.available
2018-03-06T14:20:24Z
dc.date.issued
2014-09
dc.identifier.uri
http://hdl.handle.net/20.500.11850/94629
dc.identifier.doi
10.3929/ethz-a-010386212
dc.description.abstract
We 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 using spectral FFT methods, efficiently. Combined together with a novel, dynamic load balancing algorithm that scales to massively parallel computing architectures, the proposed method is able to robustly compute uncertainty for highly realistic random subsurface formations that can contain a very high number (millions) of sources of uncertainty. Numerical experiments, in both two and three space dimensions, illustrating the efficiency of the method are presented.
en_US
dc.language.iso
en
en_US
dc.publisher
ETH-Zürich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
SCHALLAUSBREITUNG + SCHWINGUNGSAUSBREITUNG (AKUSTIK)
en_US
dc.subject
PROPAGATION OF VIBRATIONS AND SOUND (ACOUSTICS)
en_US
dc.subject
STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY)
en_US
dc.subject
STOCHASTIC APPROXIMATION + MONTE CARLO METHODS (STOCHASTICS)
en_US
dc.subject
STOCHASTISCHE APPROXIMATION + MONTE-CARLO-METHODEN (STOCHASTIK)
en_US
dc.subject
STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG)
en_US
dc.subject
WELLENGLEICHUNGEN (ANALYSIS)
en_US
dc.subject
FINITE-VOLUMEN-METHODEN (NUMERISCHE MATHEMATIK)
en_US
dc.subject
WAVE EQUATIONS (MATHEMATICAL ANALYSIS)
en_US
dc.subject
ZUFALLSMEDIEN (WAHRSCHEINLICHKEITSRECHNUNG)
en_US
dc.subject
FINITE VOLUME METHODS (NUMERICAL MATHEMATICS)
en_US
dc.subject
RANDOM MEDIA (PROBABILITY THEORY)
en_US
dc.title
Multi-Level Monte Carlo Finite Volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
en_US
dc.type
Report
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2015
ethz.journal.title
Research Report
ethz.journal.volume
2014-22
en_US
ethz.journal.issue
22
en_US
ethz.size
38 p.
en_US
ethz.code.ddc
5 - Science::510 - Mathematics
en_US
ethz.grant
Automated Urban Parking and Driving
en_US
ethz.identifier.nebis
010386212
ethz.publication.place
Zürich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03851 - Mishra, Siddhartha / Mishra, Siddhartha
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03851 - Mishra, Siddhartha / Mishra, Siddhartha
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics
ethz.grant.agreementno
247277
ethz.grant.fundername
EC
ethz.grant.funderDoi
10.13039/501100001711
ethz.grant.program
FP7
ethz.date.deposited
2017-06-11T14:43:50Z
ethz.source
ECOL
ethz.source
ECIT
ethz.identifier.importid
imp593652af424a786084
ethz.identifier.importid
imp59366b6ee58c084562
ethz.ecolpid
eth:47357
ethz.ecitpid
pub:148579
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2017-07-14T22:36:00Z
ethz.rosetta.lastUpdated
2018-11-06T14:47:29Z
ethz.rosetta.versionExported
true
ethz.COinS
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