# Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling

@article{Katsiolides2016MultilevelMC, title={Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling}, author={Grigoris Katsiolides and Eike Hermann M{\"u}ller and Robert Scheichl and Tony Shardlow and Michael B. Giles and David J. Thomson}, journal={J. Comput. Phys.}, year={2016}, volume={354}, pages={320-343} }

## 9 Citations

### Assessing erosion and flood risk in the coastal zone through the application of the multilevel Monte Carlo method

- Environmental Science
- 2021

The risk from erosion and flooding in the coastal zone has the potential to increase in a changing climate. The development and use of coupled hydro-morphodynamic models is therefore becoming an ever…

### Multilevel Bayesian Quadrature

- Computer Science
- 2022

This paper proposes to further enhance multilevel Monte Carlo through Bayesian surrogate models of the integrand, focusing on Gaussian process models and the associated Bayesian quadrature estimators, and shows using both theory and numerical experiments that this approach can lead to improvements in accuracy.

### Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices

- Computer Science, MathematicsSIAM/ASA J. Uncertain. Quantification
- 2019

This paper derive and analyze multilevel covariance estimators and adapt the MLMC convergence theorem in terms of the corresponding covariances and fourth order moments, which are used in a sensitivity analysis context in order to derive a multileVEL estimation of Sobol' indices.

### Higher-order adaptive methods for exit times of Itô diffusions

- MathematicsArXiv
- 2022

. We construct a higher-order adaptive method for strong approximations of exit times of Itˆo stochastic diﬀerential equations (SDE). The method employs a strong Itˆo–Taylor scheme for simulating SDE…

### Improved impact assessment of odorous compounds from landfills using Monte Carlo simulation.

- Environmental ScienceThe Science of the total environment
- 2019

### Error Control of the Numerical Posterior with Bayes Factors in Bayesian Uncertainty Quantification

- Mathematics, Computer ScienceBayesian Analysis
- 2021

A bound on the absolute global error tolerated by the numerical solver of the FM in order to keep the BF of the numerical versus the theoretical posterior near one is introduced.

### An efficient method with tunable accuracy for estimating expected interruption cost of distribution systems

- EngineeringInternational Journal of Electrical Power & Energy Systems
- 2019

### WITHDRAWN: Assessing erosion and flood risk in the coastal zone through the application of multilevel Monte Carlo methods

- Engineering
- 2021

### Uncertainty analysis of containment dose rate for core damage assessment in nuclear power plants

- Environmental ScienceNuclear Engineering and Technology
- 2018

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