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Record W1675109660 · doi:10.1029/2001wr001054

Numerical treatment of stochastic river quality models driven by colored noise

2003· article· en· W1675109660 on OpenAlexaff
J.W. Stijnen, Arnold Heemink, K. Ponnambalam

Bibliographic record

VenueWater Resources Research · 2003
Typearticle
Languageen
FieldEnvironmental Science
TopicHydrology and Drought Analysis
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsDiscretizationColors of noiseMonte Carlo methodStochastic differential equationStochastic partial differential equationComputer scienceMathematical optimizationApplied mathematicsStochastic modellingContinuous-time stochastic processStochastic processWhite noiseNoise (video)Parametric statisticsOrdinary differential equationPartial differential equationMathematicsDifferential equationStatisticsMathematical analysis

Abstract

fetched live from OpenAlex

Monte Carlo simulation is a popular method of risk and uncertainty analysis in oceanographic, atmospheric, and environmental applications. It is common practice to introduce a stochastic part to an already existing deterministic model and, after many simulations, to provide the user with statistics of the model outcome. The underlying deterministic model is often a discretization of a set of partial differential equations describing physical processes such as transport, turbulence, buoyancy effects, and continuity. Much effort is also put into deriving numerically efficient schemes for the time integration. The resulting model is often quite large and complex. In sharp contrast the stochastic extension used for Monte Carlo experiments is usually achieved by adding white noise. Unfortunately, the order of time integration in the stochastic model is reduced compared to the deterministic model because white noise is not a smooth process. Instead of completely replacing the old numerical scheme and implementing a higher‐order scheme for stochastic differential equations, we suggest a different approach that is able to use existing numerical schemes. The method uses a smooth colored noise process as the driving force, resulting in a higher order of convergence. We show promising results from numerical experiments, including parametric uncertainty.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.205
Threshold uncertainty score0.998

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.053
GPT teacher head0.332
Teacher spread0.279 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations15
Published2003
Admission routes1
Has abstractyes

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