2018
DOI: 10.1016/j.cherd.2018.10.006
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Multilevel Monte Carlo for noise estimation in stochastic multiscale systems

Abstract:  Multilevel Monte Carlo sampling (MLMC) provided conservative noise estimates  MLMC prediction accuracy could be improved with a priori knowledge of the system  MLMC computational cost was an order of magnitude less than Monte Carlo sampling  A lower bound on the achievable MLMC mean square error tolerance was observed  Using the mean kMC timestep in the multiscale model did not affect its predictions

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Cited by 7 publications
(3 citation statements)
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“…However, a complete description of this stochastic multiscale system can be found elsewhere. 20,21,31,32,43,44,80 The model has been observed to agree with experimental results. 2,81,82 The macroscale simulation is comprised of momentum, energy and mass transport partial differential equations (PDEs), which are coupled with the microscale kMC code via a boundary condition.…”
Section: ■ Theoretical Methodssupporting
confidence: 73%
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“…However, a complete description of this stochastic multiscale system can be found elsewhere. 20,21,31,32,43,44,80 The model has been observed to agree with experimental results. 2,81,82 The macroscale simulation is comprised of momentum, energy and mass transport partial differential equations (PDEs), which are coupled with the microscale kMC code via a boundary condition.…”
Section: ■ Theoretical Methodssupporting
confidence: 73%
“…In this section, we present a condensed summary of the model of thin film production by CVD used in this work as a case study. However, a complete description of this stochastic multiscale system can be found elsewhere. ,,,,,, The model has been observed to agree with experimental results. ,, …”
Section: Theoretical Methodsmentioning
confidence: 58%
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