mlmc
  • MLMC: Multilevel Monte Carlo method
    • Installation
    • Documentation
  • Tutorials
    • Sampler Creation
      • Basic Setup
      • Simulation Definition
      • Sampling Pool
      • Sample Storage
      • Sampler Initialization
      • Next Steps
    • Samples Scheduling
      • 1. Prescribing an Exact Number of Samples
      • 2. Prescribing a Target Variance
        • Creating the Quantity and Moment Functions
        • Estimating Variances and Computational Cost
        • Estimating the Required Number of Samples
        • Iterative Sampling Process
      • Notes
      • Summary
    • Quantity Tutorial
      • Setup
      • Creating a Synthetic Quantity
      • Mean Estimates
      • Moments and Covariance Estimation
      • Quantity Selection
      • Binary Operations
      • NumPy Universal Functions
      • Conditional Selection
    • Results Postprocessing
      • Estimating Moments
      • Accessing Quantities
      • Defining the Domain and Estimator
      • Variance and Sample Estimation
      • Probability Density Function Approximation
      • Summary
    • Additional Examples
  • MLMC package
    • Subpackages
    • Classes
      • Sampler
      • SamplingPool
      • SamplingPoolPBS
      • SampleStorage
      • SampleStorageHDF
      • Estimate
      • Moments
      • LevelSimulation
    • mlmc.plot package
      • Submodules
      • mlmc.plot.plots
        • create_color_bar()
        • moments_subset()
        • make_monotone()
        • Distribution
        • Eigenvalues
        • moments()
        • VarianceBreakdown
        • Variance
        • BSplots
        • Aux
        • plot_diff_var_subsample()
        • plot_vars()
        • plot_convergence()
        • plot_diff_var()
        • plot_var_regression()
        • plot_regression_diffs()
        • plot_mlmc_conv()
        • plot_n_sample_est_distributions()
        • plot_error()
        • plot_pbs_flow_job_time()
      • mlmc.plot.violinplot
    • mlmc.quantity
      • Submodules
      • mlmc.quantity.quantity module
        • make_root_quantity()
        • Quantity
        • QuantityConst
        • QuantityMean
        • QuantityStorage
      • mlmc.quantity.quantity_estimate module
        • mask_nan_samples()
        • cache_clear()
        • estimate_mean()
        • moment()
        • moments()
        • covariance()
        • kurtosis_numerator()
        • level_kurtosis()
      • mlmc.quantity.quantity_spec module
        • QuantitySpec
        • ChunkSpec
      • mlmc.quantity.quantity_types module
        • QType
        • ScalarType
        • BoolType
        • ArrayType
        • TimeSeriesType
        • FieldType
        • DictType
      • Module contents
    • mlmc.random
      • Submodules
      • mlmc.random.correlated_field module
        • kozeny_carman()
        • positive_to_range()
        • Field
        • Fields
        • RandomFieldBase
        • SpatialCorrelatedField
        • GSToolsSpatialCorrelatedField
        • FourierSpatialCorrelatedField
      • mlmc.random.frac_geom module
      • mlmc.random.gstools_wrapper module
      • Module contents
    • mlmc.sim
      • Submodules
      • mlmc.sim.simulation module
        • Simulation
      • mlmc.sim.synth_simulation module
        • SynthSimulation
        • SynthSimulationWorkspace
      • Module contents
    • mlmc.tool
      • Submodules
      • mlmc.tool.distribution module
        • Distribution
        • compute_exact_moments()
        • KL_divergence()
        • L2_distance()
      • mlmc.tool.flow_mc module
        • create_corr_field()
        • substitute_placeholders()
        • force_mkdir()
        • FlowSim
      • mlmc.tool.gmsh_io module
        • GmshIO
      • mlmc.tool.hdf5 module
        • HDF5
        • LevelGroup
      • mlmc.tool.pbs_job module
        • PbsJob
      • mlmc.tool.process_base module
        • ProcessBase
      • mlmc.tool.simple_distribution module
        • SimpleDistribution
        • compute_exact_moments()
        • compute_semiexact_moments()
        • compute_exact_cov()
        • compute_semiexact_cov()
        • KL_divergence()
        • L2_distance()
        • best_fit_all()
        • best_p1_fit()
        • detect_treshold_slope_change()
        • lsq_reconstruct()
        • construct_ortogonal_moments()
      • mlmc.tool.stats_tests module
        • t_test()
        • chi2_test()
        • anova()
      • Module contents
mlmc
  • Overview: module code

All modules for which code is available

  • examples.shooting.shooting_1D
  • examples.shooting.shooting_2D
  • examples.shooting.simulation_shooting_1D
  • examples.shooting.simulation_shooting_2D
  • mlmc.estimator
  • mlmc.level_simulation
  • mlmc.moments
  • mlmc.plot.plots
  • mlmc.quantity.quantity
  • mlmc.quantity.quantity_estimate
  • mlmc.quantity.quantity_spec
  • mlmc.quantity.quantity_types
  • mlmc.random.correlated_field
  • mlmc.sample_storage
  • mlmc.sample_storage_hdf
  • mlmc.sampler
  • mlmc.sampling_pool
  • mlmc.sampling_pool_pbs
  • mlmc.sim.simulation
  • mlmc.sim.synth_simulation
  • mlmc.tool.distribution
  • mlmc.tool.flow_mc
  • mlmc.tool.gmsh_io
  • mlmc.tool.hdf5
  • mlmc.tool.pbs_job
  • mlmc.tool.process_base
  • mlmc.tool.simple_distribution
  • mlmc.tool.stats_tests

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