Publications by Michele Pisaroni

Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation

Fabio Nobile, Sebastian Krumscheid, Michele Pisaroni

In this work we introduce and analyze a novel multilevel Monte Carlo (MLMC) estimator for the accurate approximation of central moments of system outputs affected by uncertainties. Central moments play a central role in many disciplines to characterize a r ...

2020

Continuation Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design

Fabio Nobile, Pénélope Leyland, Michele Pisaroni

The majority of problems in aircraft production and operation require decisions made in the presence of uncertainty. For this reason, aerodynamic designs obtained with traditional deterministic optimization techniques seeking only optimality in a specific ...

2019

Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics

Michele Pisaroni

The vast majority of problems that arise in aircraft production and operation require decisions to be made in the presence of uncertainty. An effective and accurate quantification and control of the level of uncertainty introduced in the design phase and d ...

EPFL2017

A Continuation Multi Level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics

Fabio Nobile, Pénélope Leyland, Michele Pisaroni

In this work we apply the Continuation Multi-Level Monte Carlo (C-MLMC) algorithm proposed in Collier et al. (2014) to efficiently propagate operating and geometric uncertainties in inviscid compressible aerodynamics numerical simulations. The key idea of ...

Elsevier2017

A Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design

Fabio Nobile, Pénélope Leyland, Michele Pisaroni

The majority of problems in aircraft production and operation require decisions made in the presence of uncertainty. For this reason aerodynamic designs obtained with traditional deterministic optimization techniques seeking only optimality in a specific s ...

2017

A Multi Level Monte Carlo Algorithm for the Treatment of Geometrical and Operational Uncertainties in Internal and External Aerodynamics

Fabio Nobile, Pénélope Leyland, Michele Pisaroni

In this work we present an efficient Multi Level Monte Carlo (MLMC) algorithm capable of propagating operational uncertainties, due to atmospheric variability of external aerodynamics flows and geometrical uncertainties due to manufacturing tolerances and ...

AIAA2016