Multilevel Monte Carlo Methods for Elliptic Problems with Applications to Radioactive Waste Disposal
Lead Research Organisation:
University of Oxford
Department Name: Mathematical Institute
Abstract
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People |
ORCID iD |
Mike Giles (Principal Investigator) |
Publications
Katsiolides G
(2018)
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling
in Journal of Computational Physics
Giles M
(2018)
Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions
in SIAM/ASA Journal on Uncertainty Quantification
Fang W
(2022)
Multilevel and Quasi Monte Carlo Methods for the Calculation of the Expected Value of Partial Perfect Information.
in Medical decision making : an international journal of the Society for Medical Decision Making
Giles M
(2013)
Monte Carlo and Quasi-Monte Carlo Methods 2012
Giles M
(2016)
Monte Carlo and Quasi-Monte Carlo Methods
Fang W
(2018)
Monte Carlo and Quasi-Monte Carlo Methods
Giles M
(2018)
Monte Carlo and Quasi-Monte Carlo Methods
Massa TB
(2023)
Fusel oil reaction in pressurized water: characterization and antimicrobial activity.
in 3 Biotech
Teckentrup A
(2013)
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
in Numerische Mathematik
Lester C
(2016)
Extending the Multi-level Method for the Simulation of Stochastic Biological Systems.
in Bulletin of mathematical biology
Description | This project has demonstrated that the multilevel Monte Carlo method provides major improvements in the computational efficiency of Monte Carlo methods applied to the simulation of nuclear waste repositories. |
Exploitation Route | There is major potential for its use in the simulation of nuclear waste repositories, and also oil reservoir simulation. |
Sectors | Education,Energy |
URL | http://people.maths.ox.ac.uk/gilesm/mlmc.html |
Description | The mathematical approach we have developed has not yet been adopted by industry, although it is now being widely used within academia and both government and industry research labs. |
First Year Of Impact | 2011 |
Sector | Aerospace, Defence and Marine,Education,Electronics,Financial Services, and Management Consultancy |