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

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.