Multifidelity Monte Carlo estimation for large-scale uncertainty propagation
One important task of uncertainty quantification is propagating input uncertainties through a system of interest to quantify the uncertainties' effects on the system outputs; however, numerical methods for uncertainty propagation are often based on Monte Carlo estimation, which can require larg...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
American Institute of Aeronautics and Astronautics,
2018-04-23T14:05:51Z.
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| Subjects: | |
| Online Access: | Get fulltext |