scholarly journals Accuracy and Convergence of Coupled Finite-Volume / Monte-Carlo Codes for Plasma Edge Simulations

2016 ◽  
Vol 56 (6-8) ◽  
pp. 616-621 ◽  
Author(s):  
K. Ghoos ◽  
W. Dekeyser ◽  
G. Samaey ◽  
P. Börner ◽  
D. Reiter ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Finite Volume ◽  
Plasma Edge

scholarly journals Accuracy and convergence with coupled finite-volume Monte Carlo codes for time-dependent plasma edge simulations

2019 ◽  
Vol 60 (5-6) ◽  
pp. e201900126
Author(s):  
Kristel Ghoos ◽  
Giovanni Samaey ◽  
Martine Baelmans
Keyword(s):  
Monte Carlo ◽  
Finite Volume ◽  
Time Dependent ◽  
Plasma Edge

Accuracy and convergence of coupled finite-volume/Monte Carlo codes for plasma edge simulations of nuclear fusion reactors

2016 ◽  
Vol 322 ◽  
pp. 162-182 ◽  
Author(s):  
K. Ghoos ◽  
W. Dekeyser ◽  
G. Samaey ◽  
P. Börner ◽  
M. Baelmans
Keyword(s):  
Monte Carlo ◽  
Finite Volume ◽  
Nuclear Fusion ◽  
Fusion Reactors ◽  
Plasma Edge

MODELING OF A TURBULENT ETHYLENE/AIR JET FLAME USING HYBRID FINITE VOLUME/MONTE CARLO METHODS

2009 ◽  
Vol 1 (1) ◽  
pp. 37-53 ◽  
Author(s):  
Ranjan S. Mehta ◽  
Anquan Wang ◽  
Michael F. Modest ◽  
Daniel C. Haworth
Keyword(s):  
Monte Carlo ◽  
Finite Volume ◽  
Monte Carlo Methods ◽  
Jet Flame ◽  
Air Jet

scholarly journals A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations

2017 ◽  
Vol 14 (03) ◽  
pp. 415-454 ◽  
Author(s):  
Ujjwal Koley ◽  
Nils Henrik Risebro ◽  
Christoph Schwab ◽  
Franziska Weber
Keyword(s):  
Monte Carlo ◽  
Finite Difference ◽  
Convergence Rate ◽  
Finite Volume ◽  
Monte Carlo Algorithm ◽  
Diffusion Equations ◽  
Entropy Solutions ◽  
Finite Volume Scheme ◽  
Multilevel Monte Carlo ◽  
Convection Diffusion

This paper proposes a finite difference multilevel Monte Carlo algorithm for degenerate parabolic convection–diffusion equations where the convective and diffusive fluxes are allowed to be random. We establish a notion of stochastic entropy solutions to these equations. Our chief goal is to efficiently compute approximations to statistical moments of these stochastic entropy solutions. To this end, we design a multilevel Monte Carlo method based on a finite volume scheme for each sample. We present a novel convergence rate analysis of the combined multilevel Monte Carlo finite volume method, allowing in particular for low [Formula: see text]-integrability of the random solution with [Formula: see text], and low deterministic convergence rates (here, the theoretical rate is [Formula: see text]). We analyze the design and error versus work of the multilevel estimators. We obtain that the maximal rate (based on optimizing possibly the pessimistic upper bounds on the discretization error) is obtained for [Formula: see text], for finite volume convergence rate of [Formula: see text]. We conclude with numerical experiments.

scholarly journals Uncertainty quantification in tsunami modeling using multi-level Monte Carlo finite volume method

2016 ◽  
Vol 6 (1) ◽  
Author(s):  
Carlos Sánchez-Linares ◽  
Marc de la Asunción ◽  
Manuel J Castro ◽  
José M González-Vida ◽  
Jorge Macías ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Uncertainty Quantification ◽  
Finite Volume Method ◽  
Finite Volume ◽  
Tsunami Modeling ◽  
Multi Level ◽  
Volume Method
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