Uncertainty quantification of composite structures with defects using multilevel monte carlo simulations

Richard Butler, Timothy J. Dodwell, Tatiana Kim, Stef Kynaston, Rob Scheichl, Raphael T. Haftka, Nam H. Kim

Research output: Chapter or section in a book/report/conference proceedingChapter in a published conference proceeding

8 Citations (SciVal)


This paper demonstrates the huge computational gains achieved when using a novel mulffitilevel Monte Carlo methodology for a typical aerospace model problem. To demonstrate the gains, we quantify the structural performance of a composite wing skin panel with three types of random manufacturing defects (ply angle perturbations and two classes of localised fibre waviness). We introduce the multilevel Monte Carlo method in an abstract way so that it could easily be applied also to other similar problems. We theoretically com- pare its complexity to standard Monte Carlo simulation and provide a simple-to-implement practical algorithm. Numerical experiments for all types of defects in our model problem confirm the theoretically predicted gains with as much as 152-fold computational speed-ups, bringing problems that would otherwise be unthinkable into the feasible range.

Original languageEnglish
Title of host publicationProceedings of the 17th AIAA Non-Deterministic Approaches Conference
PublisherAmerican Institute of Aeronautics and Astronautics Inc.
Number of pages18
ISBN (Print)9781624103476
Publication statusPublished - 2015
Event17th AIAA Non-Deterministic Approaches Conference 2015 - Kissimmee, USA United States
Duration: 5 Jan 20159 Jan 2015


Conference17th AIAA Non-Deterministic Approaches Conference 2015
Country/TerritoryUSA United States


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