Stochastic Quantization (SQ) is a method for the approximation of a continuous probability distribution with a discrete one. The proposal made in this paper is to apply this technique to reduce the number of numerical simulations for systems with uncertain inputs, when estimates of the output distribution are needed. This question is relevant in volcanology, where realistic simulations are very expensive and uncertainty is always present. We show the results of a benchmark test based on a one-dimensional steady model of magma flow in a volcanic conduit.
The stochastic quantization method and its application to the numerical simulation of volcanic conduit dynamics under random conditions
BARSANTI, MICHELE;FLANDOLI, FRANCO;
2010-01-01
Abstract
Stochastic Quantization (SQ) is a method for the approximation of a continuous probability distribution with a discrete one. The proposal made in this paper is to apply this technique to reduce the number of numerical simulations for systems with uncertain inputs, when estimates of the output distribution are needed. This question is relevant in volcanology, where realistic simulations are very expensive and uncertainty is always present. We show the results of a benchmark test based on a one-dimensional steady model of magma flow in a volcanic conduit.File in questo prodotto:
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