D5.5 Report on the application of multi-level Monte Carlo to wind engineering


== Abstract ==

<p>We study the use of multi-level Monte Carlo methods for wind engineering. This report brings together methodological research on uncertainty quantification and work on target applications of the ExaQUte project in wind and civil engineering.<br>
First, a multi-level Monte Carlo for the estimation of the conditional value at risk and an adaptive algorithm are presented. Their reliability and performance are shown on the time-average of a non-linear oscillator and on the lift coefficient of an airfoil, with both preset and adaptively refined meshes. Then, we propose an adaptive multi-fidelity Monte Carlo algorithm for turbulent fluid flows where multilevel Monte Carlo methods were found to be inefficient. Its efficiency is studied and demonstrated on the benchmark problem of quantifying the uncertainty on the drag force of a tall building under random turbulent wind conditions.<br>
All numerical experiments showcase the open-source software stack of the ExaQUte project for large-scale computing in a distributed environment.</p>



== Full document ==
<pdf>Media:Draft_Sanchez Pinedo_161965459-8474-document.pdf</pdf>