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StochasticNumerics / mimclib

A software library for UQ methods
GNU General Public License v2.0
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General questions to MLMC #93

Open litvinen opened 7 years ago

litvinen commented 7 years ago
  1. I have M0=10 It takes 1 day to compute L0: 10 L1: 10 L2: 10 How for sure to reuse these data?
  2. Not seldom I observe that Ml on level 2 is larger as on level 1. This is related with the way how I generate input uncertainty in geometry. Any suggestions? How dangerous is it? (we think this is connected to aliasing , Fourier)
  3. Seldom, I observe that Vl on level 2 is larger as on level 1. This is related with the way how I generate input uncertainty. Any suggestions? How dangerous is it?
haji-ali commented 7 years ago
  1. Data is always reused unless you are specifying mimc_reuse_data False
  2. I am not sure. M being larger on level 2 than level 1 means that the variance on level 2 is much larger than level 1. This might suggest that you are not really benefiting from MLMC on that level.
  3. See above.