MLQMCPY

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Authors: Pieterjan Robbe, Aleksei G. Sorokin
Cited by: 0

Abstract

SAND2025-14424O MLQMCPY is a tool designed to perform fast multilevel quasi-Monte Carlo sampling using fast Bayesian cubature methods. It uses Gaussian processes and Monte Carlo samples to generate samples for a nonlinear Darcy flow problem. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Fields of Study & Subjects

Probabilistic and Robust Engineering Design Gaussian Processes and Bayesian Inference Mathematical Approximation and Integration

Publication details

Journal / source
OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information)
Publication date
1 January 2026
Language
EN