GeoMop / Endorse-legacy

Project Endorse.
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Two level MLMC #3

Closed jbrezmorf closed 1 year ago

jbrezmorf commented 5 years ago
jbrezmorf commented 5 years ago

Issues:

jbrezmorf commented 5 years ago

We observe assembly 1ms per element. Possible reasons:

jbrezmorf commented 5 years ago

MLMC issues: Many issues force me to implement all necessary my self (as long as I just want only two level MLMC).

jbrezmorf commented 5 years ago

Principal problems:

jbrezmorf commented 5 years ago

TODO:

try to estimate E[P_f - P_c] = 0 estimate variance