Engineering Physics Department Colloquium

Data-Driven Multifidelity Methods for Monte Carlo Estimation

Date
Thursday, February 08, 2018
Time
4-1 p.m.
Description
Assistant Professor Benjamin Peherstorfer, Department of Mechanical Engineering at UW-Madison, will focus this talk on the multifidelity Monte Carlo method that samples low- and high-fidelity models to accelerate the Monte Carlo estimation of statistics of the high-fidelity model outputs.