Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis
DOI10.1016/j.jcp.2021.110898OpenAlexW3137399437WikidataQ114666190 ScholiaQ114666190MaRDI QIDQ2134812
Tobias Neckel, Frank Jenko, Benjamin Peherstorfer, Ionuţ-Gabriel Farcaş, Julia Konrad, Alessandro Di Siena, Hans-Joachim Bungartz
Publication date: 3 May 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.07539
multi-fidelity Monte Carlo samplingplasma micro-turbulencereduced-dimension low-fidelity modelssensitivity-driven adaptivity
Numerical approximation and computational geometry (primarily algorithms) (65Dxx) Probabilistic methods, stochastic differential equations (65Cxx) Approximations and expansions (41Axx)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The global version of the gyrokinetic turbulence code GENE
- Sparse pseudospectral approximation method
- Sensitivity-driven adaptive sparse stochastic approximations in plasma microinstability analysis
- On control variate estimators
- Dimension-adaptive tensor-product quadrature
- Uncertainty quantification for kinetic equations
- Convergence analysis of multifidelity Monte Carlo estimation
- Multilevel adaptive stochastic collocation with dimensionality reduction
- Multi-scale control variate methods for uncertainty quantification in kinetic equations
- Optimal Model Management for Multifidelity Monte Carlo Estimation
- Multifidelity approaches for optimization under uncertainty
- Foundations of nonlinear gyrokinetic theory
- Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
- Barycentric Lagrange Interpolation
- Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation
- Multiscale Variance Reduction Methods Based on Multiple Control Variates for Kinetic Equations with Uncertainties
- Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
- Sparse grids
- Control Functionals for Monte Carlo Integration
- On the Lebesgue constant of weighted Leja points for Lagrange interpolation on unbounded domains
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates