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Title: MULTILEVEL MONTE CARLO (MLMC) SIMULATIONS: PERFORMANCE RESULTS FOR SPE10 (XY SLICES)

In this report we first describe a generic multilevel Monte Carlo method and then illustrate its superior performance over a traditional single-level Monte Carlo method for second order elliptic PDEs corresponding to two-dimensional layers in (x, y)-direction of the Tenth SPE Comparative Solution project (SPE 10) which gives high-contrast permeability coefficients. The SPE10 data set is used as a coarse level in the Monte Carlo method and the respective permeability coefficient k (provided in the SPE10 dataset) is used as a mean in the simulation. The actual coefficients are drawn based on a KL-expansion assuming that the log-mean is perturbed by a log-normal distributed samples.
Authors:
 [1] ;  [1]
  1. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
Publication Date:
OSTI Identifier:
1240930
Report Number(s):
LLNL--TR-684244
DOE Contract Number:
AC52-07NA27344
Resource Type:
Technical Report
Research Org:
Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
Sponsoring Org:
USDOE
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING