FiredrakeMLMC

Code base for general and parallelisable MLMC framework.

Files

• MLMCv6.py - The framework. MLMC_Problem and MLMC_Solver objects should be initilaised by the user. Doc-strings in this file detail the necessary inputs.

• test_balldrop.py - Example problem not using Firedrake. MLMC launched with general_test method.

• test_gaussian.py - Example problem using scalar samples which very height of Gaussian field centred at (0.5, 0.5). MLMC launched with general_test method.

• test_randomfield.py - Example problem implementing problem shown in paper by Croci et al. (doi: 10.1137/18M1175239). Serial and parallel MLMC launched with general_test_serial and general_test_para methods, respectively.

• Old_Files - Directory containing earlier implementations of the framework.

• saved_results - Directory contianing .json files which store data from previous runs.

Dependencies

Dependencies of framework found in MLMCv6.py:

from mpi4py import MPI
import numpy as np
import time
import logging
from inspect import signature

Additionally, the matern.py file has been taken from a different repository and was authored by Dr. Jack Betteridge.