Abstract
We estimate the propagation of uncertainties in electromagnetic wave scattering problems. The computational domain is a dielectric object with uncertain shape. Since classical Monte Carlo (MC) method is too expensive, we suggest to use a modified multilevel Monte Carlo (MLMC) method. This method uses a hierarchy of spatial meshes and optimally balances the statistical and discretisation errors. MLMC performs most of the simulations using low-fidelity models and only a few simulations using high-fidelity models. As a result, the final computational cost is becoming significantly smaller.
Original language | English (US) |
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Journal | PAMM |
Volume | 20 |
Issue number | 1 |
DOIs | |
State | Published - Jan 25 2021 |