The Multilevel Monte Carlo Method for Simulations of Turbulent Flows

Abstract

In this paper, the application of the multilevel Monte Carlo (MLMC) method to numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the advantages and disadvantages of each strategy are also discussed. A numerical experiment is carried out using an idealized model for the Antarctic Circumpolar Current (ACC) with uncertain, small-scale bottom topographic features. It is demonstrated that unlike the pointwise solutions, the averaged volume transports are correlated across grid resolutions, and the MLMC method can increase simulation efficiency without losing accuracy in uncertainty assessments.

Qingshan Chen

Associate Professor of Math

My research interests include fluid dynamics, numerical methods, scientific computation.