MLQMCPY
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