MLMC method to estimate propagation of uncertainties in electromagnetic fields scattered from objects of uncertain shapes

2021/02/05 by Litvinenko, Alexander, Yucel, Abdulkadir, Bagci, Hakan +3
Mathematics · #FOS: Mathematics #Mathematics #Science

paper · doi:10.7302/203

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.

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