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StochasticNumerics / mimclib

A software library for UQ methods
GNU General Public License v2.0
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Can the mean on level 0|3 be larger as on level 0|1 ? #71

Closed litvinen closed 8 years ago

litvinen commented 8 years ago

Can it be? 0|3 El=0.12 Vl=0.16
0|1 El=0.07 Vl=0.05 ?

PS : (El on level zero is 6.25, Vl=0.12, the QoI=9)

haji-ali commented 8 years ago

Usually not. It is a sign that the coarsest discretization is not sufficient. However, the worrying factor is not El but Vl. Because that means MLMC might be actually worse than plain Monte Carlo in this case.