Multilevel Monte Carlo Method for Stochastic Analysis of Fluid‐Structure Interaction

Abstract

AbstractAbstract: Uncertainty quantification for multi‐physics problems like fluid‐structure interaction (FSI) is challenging in terms of the required computational effort and complexity of physics involved. A Multilevel Monte Carlo (MLMC) approach for stochastic analysis of FSI problems is presented in the current study. An overall reduction in computational cost is achieved by variance reduction in MLMC method. The efficacy of MLMC algorithm for expensive problems like FSI is compared with classical Monte Carlo(MC) method and MLMC is found to achieve the required accuracy at a significantly reduced computational cost. An FSI benchmark test case with uncertain inputs is presented here. The possibility of uncertainty quantification for FSI systems with a plausible computational cost using MLMC is demonstrated.