2020
DOI: 10.1002/aic.16262
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Multilevel Monte Carlo applied for uncertainty quantification in stochastic multiscale systems

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… Show more

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Cited by 17 publications
(19 citation statements)
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“…Besides 2D materials, in the context of nanoparticle and nanorod growth, MC simulations [12,40], multiscale modeling [41,42] and enhanced multiscale modeling with Artificial Neural Network (ANN) [43][44][45][46] have been performed. "Classical" kMC models have also used for the deposition of diamond [47], AlN [48] and GaAs [49] film, plasma enhanced a-Si:H CVD [50], hybrid MD/kMC [51] and for growth in extereme pressure conditions [52].…”
Section: Chemical Vapor Depositionmentioning
confidence: 99%
“…Besides 2D materials, in the context of nanoparticle and nanorod growth, MC simulations [12,40], multiscale modeling [41,42] and enhanced multiscale modeling with Artificial Neural Network (ANN) [43][44][45][46] have been performed. "Classical" kMC models have also used for the deposition of diamond [47], AlN [48] and GaAs [49] film, plasma enhanced a-Si:H CVD [50], hybrid MD/kMC [51] and for growth in extereme pressure conditions [52].…”
Section: Chemical Vapor Depositionmentioning
confidence: 99%
“…There are three uncertainty quantification models namely Monte Carlo (MC; Kimaev et al, 2020), the Bootstrap model (Lai, 2020) and the GMM (Shafiullah et al, 2020). Srivastav et al (2013) used the GMM approach that fathoms the issue of assessing the joint probability density of the data under consideration in the maximum-likelihood.…”
Section: Experiments Setupmentioning
confidence: 99%
“…The study of Bhonsale et al [39] and Makrygiorgos et al [41] show the advantages of using non-intrusive Polynomial Chaos Expansion-based (PCE) algorithms over brute-force Monte Carlo Simulations (MCS) for uncertainty quantification in dynamic models. This PCE algorithm can be enhanced by implementing advanced sampling methods to increase the precision of the UQ analysis [42]. The advanced techniques developed in Paulson et al can be implemented to allow the PCE to capture singularities that can occur during a dynamic process [43].…”
Section: Introductionmentioning
confidence: 99%