The recent multilevel Monte Carlo (MLMC) method is here proposed for uncertainty quantification in electromagnetic problems solved by the finite-difference time-domain (FDTD) method, when material parameters are modeled as random variables. It improves the estimations of the mean and variance of the quantities of interest computed on a FDTD spatial grid by sampling at coarser levels of discretization. The proposed approach can amply reduce the computational cost of the standard Monte Carlo FDTD (MC-FDTD), at the price of a small reduction of its accuracy. It is advantageous with respect to Polynomial Chaos FDTD (PC-FDTD), when the latter fails or becomes prohibitive for computational requirements. It also appears to widely outperform Stochastic FDTD (S-FDTD) in terms of accuracy.

Multilevel Monte Carlo FDTD method for uncertainty quantification

X. Zhu;L. Di Rienzo;L. Codecasa
2022-01-01

Abstract

The recent multilevel Monte Carlo (MLMC) method is here proposed for uncertainty quantification in electromagnetic problems solved by the finite-difference time-domain (FDTD) method, when material parameters are modeled as random variables. It improves the estimations of the mean and variance of the quantities of interest computed on a FDTD spatial grid by sampling at coarser levels of discretization. The proposed approach can amply reduce the computational cost of the standard Monte Carlo FDTD (MC-FDTD), at the price of a small reduction of its accuracy. It is advantageous with respect to Polynomial Chaos FDTD (PC-FDTD), when the latter fails or becomes prohibitive for computational requirements. It also appears to widely outperform Stochastic FDTD (S-FDTD) in terms of accuracy.
Finite-difference time-domain method, multilevel Monte Carlo method, uncertainty quantification.
File in questo prodotto:
File Dimensione Formato  
2022_IEEE Antennas and Wireless Propagation Letters_Zhu_Di_Rienzo_Codecasa_Ma.pdf

Accesso riservato

Dimensione 2.12 MB
Formato Adobe PDF
2.12 MB Adobe PDF   Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1218642
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 0
  • ???jsp.display-item.citation.isi??? 0
social impact