README

XMC

` .. image:: https://zenodo.org/badge/DOI/10.5281/zenodo.3235832.svg

XMC is a Python library for parallel, adaptive, hierarchical Monte Carlo algorithms, aiming at reliability, modularity, extensibility and high performance.

XMC is developed within the ExaQUte European H2020 project.

XMC is free under BSD-4 license.

Main Features

The algorithms XMC can run include:

  • Monte Carlo,

  • Multilevel Monte Carlo,

  • Continuation Multilevel Monte Carlo,

  • Asynchronous Monte Carlo and Multilevel Monte Carlo.

Documentation and Usage

Documentation can be found in the form of Docstrings in the code and here. Some examples and validation benchmarks can be found here.

Dependencies

  • NumPy;

  • SciPy;

  • COMPSs (including its Python interface PyCOMPSs) or HyperLoom for parallel computation (optional).

External collaborations

XMC is integrated with Kratos Multiphysics as solver software.

How to cite XMC?

All the necessary metadata, as well as formatted citations, are provided on the Zenodo record.