MATMLMC is a MATLAB toolbox for the multilevel Monte Carlo (MLMC) technique using the objected oriented programming.

git clone git@github.com:parkmh/MATMLMC.git

Before running a example code, you need to install the following toolboxes.

• MATCEM [http://github.com/parkmh/MATCEM]
• MATFVM [http://github.com/parkmh/MATFVM]

Then run mlmc2d.m file in the example folder. This code quantify the outflow through the bouandy on the unit square domain using the multilevel Monte Carlo method. The groundwater flow is modelled using the Darcy's law and the incompressibility condition. The permeability is handle as a random so we use the stationary Gaussinan random field generation algorithm based the fast Fourier transform (FFT) called the circulant embedding method (CEM).