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[MultilevelMonteCarloApplication] Added serialzation, adaptive refinement and MultilevelMonteCarlo class #3717

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merged 148 commits into from
Jan 29, 2019

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@riccardotosi riccardotosi commented Dec 22, 2018

Added adaptive refinement based on the hessian metric.
Added Multilevel Monte Carlo class and Monte Carlo class.
Added the Kratos StreamSerializer object to avoid reading multiple times the parameters and the model part.
Creation of a nightly test for both MonteCarlo and MultilevelMonteCarlo, I needed to create inside the python_scripts/ folder three new python files to run the tests, since the others exploit pycompss and this would have given problems testing.
Added two convergence criteria in the Monte Carlo algorithm.

TODO: split the ExecuteMultilevelMonteCarloAnalisys_Task task into a smaller task that takes into account a single call of the solutor simulation.Run() and a single adaptive refinement.
TODO: discuss how to locate the files and examples inside the application folder

I add also Philipp as reviewer since Riccardo added you in the previous PR.

riccardotosi and others added 27 commits January 21, 2019 11:48
…ness and central sample moments, but still not working properly (missing Ramon's tool as in MLMC in FinalizeMCPhase())
@riccardotosi riccardotosi merged commit 27b2684 into master Jan 29, 2019
@riccardotosi riccardotosi deleted the MLMCserialization-Rebased branch January 29, 2019 17:09
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4 participants