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
Vidal-Codina F
(2015)
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
in Journal of Computational Physics
Vidal-Codina F
(2016)
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations
in SIAM/ASA Journal on Uncertainty Quantification
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 |