{"id":"https://openalex.org/W4312191067","doi":"https://doi.org/10.1137/21m1429047","title":"Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation","display_name":"Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation","publication_year":2022,"publication_date":"2022-12-05","ids":{"openalex":"https://openalex.org/W4312191067","doi":"https://doi.org/10.1137/21m1429047"},"language":"en","primary_location":{"id":"doi:10.1137/21m1429047","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1429047","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://infoscience.epfl.ch/record/300838/files/2022_Grote_Michel_Nobile_JUQ_MLMC_LTS.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5040323736","display_name":"Marcus J. Grote","orcid":"https://orcid.org/0000-0001-8129-0799"},"institutions":[{"id":"https://openalex.org/I1850255","display_name":"University of Basel","ror":"https://ror.org/02s6k3f65","country_code":"CH","type":"education","lineage":["https://openalex.org/I1850255"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Marcus J. Grote","raw_affiliation_strings":["Department of Mathematics and Computer Science, University of Basel, 4051 Basel, Switzerland"],"raw_orcid":"https://orcid.org/0000-0001-8129-0799","affiliations":[{"raw_affiliation_string":"Department of Mathematics and Computer Science, University of Basel, 4051 Basel, Switzerland","institution_ids":["https://openalex.org/I1850255"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029957044","display_name":"Simon Michel","orcid":"https://orcid.org/0000-0001-5709-4755"},"institutions":[{"id":"https://openalex.org/I1850255","display_name":"University of Basel","ror":"https://ror.org/02s6k3f65","country_code":"CH","type":"education","lineage":["https://openalex.org/I1850255"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Simon Michel","raw_affiliation_strings":["Department of Mathematics and Computer Science, University of Basel, 4051 Basel, Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Computer Science, University of Basel, 4051 Basel, Switzerland","institution_ids":["https://openalex.org/I1850255"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5043766972","display_name":"Fabio Nobile","orcid":"https://orcid.org/0000-0002-8130-0114"},"institutions":[{"id":"https://openalex.org/I5124864","display_name":"\u00c9cole Polytechnique F\u00e9d\u00e9rale de Lausanne","ror":"https://ror.org/02s376052","country_code":"CH","type":"education","lineage":["https://openalex.org/I2799323385","https://openalex.org/I5124864"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Fabio Nobile","raw_affiliation_strings":["Calcul Scientifique et Quantification de l\u2019Incertitude CSQI, Institute of Mathematics, \u00c9cole Polytechnique F\u00e9d\u00e9rale de Lausanne, 1015 Lausanne, Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Calcul Scientifique et Quantification de l\u2019Incertitude CSQI, Institute of Mathematics, \u00c9cole Polytechnique F\u00e9d\u00e9rale de Lausanne, 1015 Lausanne, Switzerland","institution_ids":["https://openalex.org/I5124864"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.1752,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.6125308,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"10","issue":"4","first_page":"1601","last_page":"1628"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10339","display_name":"Advanced Numerical Methods in Computational Mathematics","score":0.9952999949455261,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11263","display_name":"Electromagnetic Simulation and Numerical Methods","score":0.9854999780654907,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7448331117630005},{"id":"https://openalex.org/keywords/bottleneck","display_name":"Bottleneck","score":0.5929737091064453},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5464292168617249},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.5324773788452148},{"id":"https://openalex.org/keywords/uncertainty-quantification","display_name":"Uncertainty quantification","score":0.4958690106868744},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4583356976509094},{"id":"https://openalex.org/keywords/speedup","display_name":"Speedup","score":0.4424927532672882},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4379575252532959},{"id":"https://openalex.org/keywords/latin-hypercube-sampling","display_name":"Latin hypercube sampling","score":0.4141905903816223},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3405618667602539},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.1333123743534088},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11819502711296082}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7448331117630005},{"id":"https://openalex.org/C2780513914","wikidata":"https://www.wikidata.org/wiki/Q18210350","display_name":"Bottleneck","level":2,"score":0.5929737091064453},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5464292168617249},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.5324773788452148},{"id":"https://openalex.org/C32230216","wikidata":"https://www.wikidata.org/wiki/Q7882499","display_name":"Uncertainty quantification","level":2,"score":0.4958690106868744},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4583356976509094},{"id":"https://openalex.org/C68339613","wikidata":"https://www.wikidata.org/wiki/Q1549489","display_name":"Speedup","level":2,"score":0.4424927532672882},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4379575252532959},{"id":"https://openalex.org/C20820323","wikidata":"https://www.wikidata.org/wiki/Q6496514","display_name":"Latin hypercube sampling","level":3,"score":0.4141905903816223},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3405618667602539},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.1333123743534088},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11819502711296082},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1137/21m1429047","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1429047","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},{"id":"pmh:oai:edoc.unibas.ch:93330","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401836","display_name":"edoc (University of Basel)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1850255","host_organization_name":"University of Basel","host_organization_lineage":["https://openalex.org/I1850255"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:infoscience.epfl.ch:300838","is_oa":true,"landing_page_url":"https://infoscience.epfl.ch/record/300838/files/2022_Grote_Michel_Nobile_JUQ_MLMC_LTS.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400487","display_name":"Infoscience (Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"research article"}],"best_oa_location":{"id":"pmh:oai:infoscience.epfl.ch:300838","is_oa":true,"landing_page_url":"https://infoscience.epfl.ch/record/300838/files/2022_Grote_Michel_Nobile_JUQ_MLMC_LTS.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400487","display_name":"Infoscience (Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"research article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W1573259650","https://openalex.org/W1866481951","https://openalex.org/W1902819800","https://openalex.org/W1933479665","https://openalex.org/W1967117214","https://openalex.org/W1981935248","https://openalex.org/W1982867713","https://openalex.org/W1991681863","https://openalex.org/W2004973016","https://openalex.org/W2011391205","https://openalex.org/W2023123285","https://openalex.org/W2030213082","https://openalex.org/W2036766781","https://openalex.org/W2048594685","https://openalex.org/W2049467895","https://openalex.org/W2050871708","https://openalex.org/W2051180044","https://openalex.org/W2069366742","https://openalex.org/W2079884585","https://openalex.org/W2089494256","https://openalex.org/W2091977478","https://openalex.org/W2094695561","https://openalex.org/W2103258314","https://openalex.org/W2105425058","https://openalex.org/W2130342057","https://openalex.org/W2135459060","https://openalex.org/W2155881057","https://openalex.org/W2159094357","https://openalex.org/W2163715525","https://openalex.org/W2220250944","https://openalex.org/W2485868595","https://openalex.org/W2538426846","https://openalex.org/W2550852412","https://openalex.org/W2603637496","https://openalex.org/W2746896737","https://openalex.org/W2789683185","https://openalex.org/W2947056241","https://openalex.org/W2974122597","https://openalex.org/W3137051775","https://openalex.org/W4229739412","https://openalex.org/W4231258329","https://openalex.org/W4302819252"],"related_works":["https://openalex.org/W2058965144","https://openalex.org/W2164382479","https://openalex.org/W98480971","https://openalex.org/W2150291671","https://openalex.org/W2027972911","https://openalex.org/W2891987081","https://openalex.org/W3153718203","https://openalex.org/W3201166396","https://openalex.org/W2995700359","https://openalex.org/W3190198675"],"abstract_inverted_index":{"Because":[0],"of":[1,23,42,115,147,156],"their":[2],"robustness,":[3],"efficiency,":[4],"and":[5,44,162],"non":[6],"intrusiveness,":[7],"Monte":[8,27],"Carlo":[9,28],"methods":[10,30,149],"are":[11],"probablythe":[12],"most":[13,46],"popular":[14],"approach":[15,128],"in":[16,153,173],"uncertainty":[17],"quantification":[18],"for":[19,96,176],"computing":[20],"expected":[21],"values":[22],"quantitiesof":[24],"interest.":[25],"Multilevel":[26],"(MLMC)":[29],"significantly":[31,111],"reduce":[32],"the":[33,37,83,90,100,105,113,126,135,139,145,154,160],"computational":[34,174],"costby":[35],"distributing":[36],"sampling":[38],"across":[39,75],"a":[40,166,181],"hierarchy":[41],"discretizations":[43],"allocating":[45],"samples":[47],"tothe":[48],"coarser":[49,109],"grids.":[50],"For":[51],"time":[52,84,106,136],"dependent":[53],"problems,":[54],"spatial":[55],"coarsening":[56,68],"typically":[57],"entails":[58],"an":[59],"increasedtime":[60],"step.":[61],"Geometric":[62],"constraints,":[63],"however,":[64],"may":[65],"impede":[66],"uniform":[67],"thereby":[69],"forcing":[70],"someelements":[71],"to":[72,124,138],"remain":[73],"small":[74,182],"all":[76],"levels.":[77],"If":[78],"explicit":[79],"time-stepping":[80],"is":[81,150],"used,":[82],"step":[85,107,137],"will":[86],"thenbe":[87],"dictated":[88],"by":[89],"smallest":[91],"element":[92],"on":[93,104,108,143],"each":[94],"level":[95],"numerical":[97],"stability.":[98],"Hence,":[99],"increasinglystringent":[101],"CFL":[102],"condition":[103],"levels":[110],"reduces":[112],"advantages":[114],"themultilevel":[116],"approach.":[117],"To":[118],"overcome":[119],"that":[120],"bottleneck":[121],"we":[122,170],"propose":[123],"combine":[125],"multilevel":[127],"ofMLMC":[129],"with":[130],"local":[131,177],"time-stepping.":[132],"By":[133],"adapting":[134],"locally":[140],"refined":[141],"elements":[142],"eachlevel,":[144],"efficiency":[146],"MLMC":[148],"restored":[151],"even":[152],"presence":[155],"complex":[157],"geometry":[158],"withoutsacrificing":[159],"explicitness":[161],"inherent":[163],"parallelism.":[164],"In":[165],"careful":[167],"cost":[168,175],"comparison,":[169],"quantify":[171],"thereduction":[172],"refinement":[178],"either":[179],"inside":[180],"fixed":[183],"region":[184],"or":[185],"towards":[186],"areentrant":[187],"corner.":[188]},"counts_by_year":[{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2023-01-04T00:00:00"}