This documents describes several studies undertaken to assess the applicability of MultiLevel Monte Carlo (MLMC) methods to problems of interest; namely in turbulent fluid flow over civil engineering structures. Several numerical experiments are presented wherein the convergence of quantities of interest with mesh parameters are studied at different Reynolds’ numbers and geometries. It was found that MLMC methods could be used successfully for low Reynolds’ number flows when combined with appropriate Adaptive Mesh Refinement (AMR) strategies. However, the hypotheses for optimal MLMC performance were found to not be satisfied at higher turbulent Reynolds’ numbers despite the use of AMR strategies. Recommendations are made for future research directions based on these studies. A tentative outline for an MLMC algorithm with adapted meshes is made, as well as recommendations for alternatives to MLMC methods for cases where the underlying assumptions for optimal MLMC performance are not satisfied.

The necessity of dealing with uncertainties is growing in many different fields of science and engineering. Due to the constant development of computational capabilities, current solvers must satisfy both statistical accuracy and computational efficiency. The aim of this work is to introduce an asynchronous framework for Monte Carlo and Multilevel Monte Carlo methods to achieve such a result. The proposed approach presents the same reliability of state of the art techniques, and aims at improving the computational efficiency by adding a new level of parallelism with respect to existing algorithms: between batches, where each batch owns its hierarchy and is independent from the others. Two different numerical problems are considered and solved in a supercomputer to show the behavior of the proposed approach.

This deliverable presents the final software release of Kratos Multiphysics, together with the XMC library, Hyperloom and PyCOMPSs API definitions [13]. This release also contains the latest developements on MPI parallel remeshing in ParMmg. This report is meant to serve as a supplement to the public release of the software. Kratos is “a framework for building parallel, multi-disciplinary simulation software, aiming at modularity, extensibility, and high performance. Kratos is written in C++, and counts with an extensive Python interface”. XMC is “a Python library for parallel, adaptive, hierarchical Monte Carlo algorithms, aiming at reliability, modularity, extensibility and high performance“. Hyperloom and PyCOMPSs are environments for enabling parallel and distributed computation. ParMmg is an open source software which offers the parallel mesh adaptation of three dimensional volume meshes.

This deliverable presents the software release of Kratos Multiphysics, together with the XMC library, Hyperloom and PyCOMPSs API definition [8]. This report is meant to serve as a supplement to the public release of the software. Kratos is “a framework for building parallel, multi-disciplinary simulation software, aiming at modularity, extensibility, and high performance. Kratos is written in C++, and counts with an extensive Python interface”. XMC is a python library for hierarchical Monte Carlo algorithms. Hyperloom and PyCOMPSs are environments for enabling parallel and distributed computation.

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