MLMC and MLQMC with h- and p-refinement hierarchies achieve significant speedups over standard MC for UQ in cantilever beam problems, with MLQMC showing optimal cost scaling under certain conditions.
Grigoriu, Simulation of stationary non-gaussian translation processes, J
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h- and p-refined Multilevel Monte Carlo Methods for Uncertainty Quantification in Structural Engineering
MLMC and MLQMC with h- and p-refinement hierarchies achieve significant speedups over standard MC for UQ in cantilever beam problems, with MLQMC showing optimal cost scaling under certain conditions.