Uncertainty Quantification for Porous Media Flow Using Multilevel Monte Carlo.
Jan MohringRené MilkAdrian NgoOle KleinOleg IlievMario OhlbergerPeter BastianPublished in: LSSC (2015)
Keyphrases
- monte carlo
- porous media
- fluid flow
- importance sampling
- markov chain
- monte carlo simulation
- monte carlo methods
- markovian decision
- particle filter
- monte carlo method
- matrix inversion
- adaptive sampling
- stochastic approximation
- variance reduction
- point processes
- dynamic programming
- confidence intervals
- conditional probabilities
- markov chain monte carlo
- monte carlo tree search
- motion segmentation
- computational cost