Show simple item record

dc.contributor.authorKimaev, Grigoriy
dc.contributor.authorRicardez-Sandoval, Luis A. 20:37:05 (GMT) 00:00:00 (GMT) 20:37:05 (GMT)
dc.descriptionThe final publication is available at Elsevier via� 2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license
dc.description.abstractThe purpose of this study is to adapt Multilevel Monte Carlo (MLMC) sampling technique for random noise estimation in stochastic multiscale systems and evaluate the performance of this method. The system under consideration was a simulation of thin film formation by chemical vapour deposition, where a kinetic Monte Carlo solid-on-solid model was coupled with partial differential equations that represented mass, energy and momentum transport. The noise in the expected value of the system�s observable (film roughness) was estimated using MLMC and standard Monte Carlo (MC) sampling. The MLMC technique achieved conservative estimates of noise in the observable at an order of magnitude lower computational cost than standard MC sampling. This study highlights the nuances of adapting the MLMC technique to the stochastic multiscale system and provides insight on the benefits and challenges of using MLMC for noise estimation in stochastic multiscale systems.en
dc.description.sponsorshipNatural Sciences and Engineering Research Council of Canadaen
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.subjectkinetic Monte Carloen
dc.subjectmultilevel Monte Carloen
dc.subjectnoise estimationen
dc.subjectstochastic multiscaleen
dc.titleMultilevel Monte Carlo for noise estimation in stochastic multiscale systemsen
dcterms.bibliographicCitationKimaev, G., & Ricardez-Sandoval, L. A. (2018). Multilevel Monte Carlo for noise estimation in stochastic multiscale systems. Chemical Engineering Research and Design, 140, 33�43.
uws.contributor.affiliation1Faculty of Engineeringen
uws.contributor.affiliation2Chemical Engineeringen

Files in this item


This item appears in the following Collection(s)

Show simple item record

Attribution-NonCommercial-NoDerivatives 4.0 International
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 International


University of Waterloo Library
200 University Avenue West
Waterloo, Ontario, Canada N2L 3G1
519 888 4883

All items in UWSpace are protected by copyright, with all rights reserved.

DSpace software

Service outages