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Multi-Level hybrid Monte Carlo implementation

Open clemekay opened this issue 11 months ago • 1 comments

Follow roadmap created by iQMC to implement MLMC Decision of hybrid depends on implementation

clemekay avatar Feb 07 '25 21:02 clemekay

From the 05/07/2025 document "MC/DC Plans Through the End of CEMeNT" :

I am exploring various MLMC algorithms in my current code base to decide which version would be best to implement into MC/DC. Some options we are exploring is modifying the current algorithm as implemented in Tres Leches to allow additional levels to be added as needed to satisfy the weak convergence criteria and which low-order equations would be worth exploring in 2D/3D. Another algorithmic consideration is optimizing the number of particle histories comprising of a MLMC sample, as the current algorithm does not consider this as a variable.

clemekay avatar May 08 '25 02:05 clemekay