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Mean-field Games and Nonlinear PDE
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Seismic Wave Propagation

Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty

1 min read · Sun, Dec 8 2019

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Seismic Wave Propagation Multilevel Monte Carlo

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables and apply the Multilevel Monte Carlo method to reduce the cost of approximating expected values of selected, physically relevant, quantities of interest (QoI) with respect to the random variables.

Mean-field Games and Nonlinear PDE (MFG)

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