sum

Aggregate the variances over all QoIs to generate a target for each level in a MLMC algorithm.

Specification

• Alias: None

• Arguments: None

Description

The variances of the allocation_target of \(Y^i_\ell, i = 1,...,R\) are aggregated and a single sample allocation is computed.

Examples

The following method block

method,
 model_pointer = 'HIERARCH'
        multilevel_sampling
   pilot_samples = 20 seed = 1237
   convergence_tolerance = .01
   allocation_target = mean
      qoi_aggregation = sum

uses the sum rule to aggregate the variance over the qois.