Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport

DOI10.1016/J.JCP.2022.111725MaRDI QIDQ2106929zbMATH OpenOpenAlexFDO

Authors Pia Stammer, Lucas Burigo, Oliver Jäkel, Martin Frank, Niklas Wahl

Publication date 29 November 2022

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.02379

zbMATH Keywords

Monte Carloimportance samplinguncertainty quantificationBoltzmann equationradiative transporterror modeling

Mathematics Subject Classification ID

Applications of statistics (62Pxx) General topics in partial differential equations (35Axx) Probabilistic methods, stochastic differential equations (65Cxx)

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• Monte Carlo Variance of Scrambled Net Quadrature
• Monte Carlo sampling methods using Markov chains and their applications
• Monte Carlo stochastic Galerkin methods for the Boltzmann equation with uncertainties: space-homogeneous case
• Multi-scale control variate methods for uncertainty quantification in kinetic equations
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• Randomized quasi-Monte Carlo: an introduction for practitioners
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• Uncertainty quantification for the BGK model of the Boltzmann equation using multilevel variance reduced Monte Carlo methods
• Weighted Average Importance Sampling and Defensive Mixture Distributions

Cited in

(1)

• Simple and efficient uncertainty propagation within numerical simulations involving low-dimensional random spaces

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• matRad

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