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Record W3021291081 · doi:10.1002/aic.16262

Multilevel Monte Carlo applied for uncertainty quantification in stochastic multiscale systems

2020· article· en· W3021291081 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueAIChE Journal · 2020
Typearticle
Languageen
FieldDecision Sciences
TopicProbabilistic and Robust Engineering Design
Canadian institutionsUniversity of Waterloo
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMonte Carlo methodPolynomial chaosUncertainty quantificationSampling (signal processing)ObservableMathematical optimizationProjection (relational algebra)HeuristicAlgorithmApplied mathematicsComputer scienceMathematicsStatistical physicsStatisticsPhysics

Abstract

fetched live from OpenAlex

Abstract The aim of this study is to evaluate the performance of multilevel Monte Carlo (MLMC) sampling technique for uncertainty quantification in stochastic multiscale systems. Two systems, a chemical vapor deposition chamber and a catalytic flow reactor, subject to multiple parameter uncertainty, were considered. The distributions of the systems' observables were estimated using standard MC sampling and polynomial chaos expansions (PCE), where the coefficients were calculated by nonintrusive spectral projection. The MLMC technique was used to efficiently sample the two systems and accurately estimate the data necessary for constructing the PCE expressions. The results show that the usage of MLMC improved the precision of identification of PCE versus the traditional heuristic approach and lowered the computational cost of uncertainty quantification compared to standard MC.

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.

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)0.002
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.976
Threshold uncertainty score0.477

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.217
GPT teacher head0.356
Teacher spread0.138 · 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