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.
Shinozuka, Monte Carlo solution of structural dynamics, Comput
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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.