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StochasticNumerics / mimclib

A software library for UQ methods
GNU General Public License v2.0
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Using MISC code without discretization #110

Closed hammouc closed 7 years ago

hammouc commented 7 years ago

I am using MISC code for an example where I do not have deterministic directions (no discretization). When passing d=0 to MISCSampler, I was not able to run the code since it I need also to pass extendLvls and Workmodel methods which depends on the discretization parameters. Do you have any hint in this direction, on how to adapt extendLvls and Workmodel methods for this case? Thank you.

hammouc commented 7 years ago

One solution that may work is to code the solver function in a way that it calls the mesh size but do not depend on it explicitly. Therefore, the deterministic direction will not be profitable since the contribution error of the first levels will be always 0. This may induce small overhead but then code can work as plain sparse grid. In this case, all the deterministic parameters will be dummy and use a dummy work model.