{"entities":{"Q1861685":{"pageid":1872427,"ns":120,"title":"Item:Q1861685","lastrevid":69145395,"modified":"2026-04-13T05:04:45Z","type":"item","id":"Q1861685","labels":{"en":{"language":"en","value":"Variance reduction for Monte Carlo simulation of stochastic environmental models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1878790"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$36A71D2D-AEB5-470E-A89E-301E4F8D057F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"491592fefab781ebc61da8ee1994ab0b19a67da0","datavalue":{"value":{"text":"Variance reduction for Monte Carlo simulation of stochastic environmental models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1861685$F9741D4C-B7E7-4229-A539-BDB8A60CFF27","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ed874589f4f23df816422e24e6560d109d491e1d","datavalue":{"value":"1014.92046","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1861685$88FA7594-EC48-42E5-8D0C-0EA5B65F9E54","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ae57eeb71345e532325177094c4c12177fd2f872","datavalue":{"value":"10.1016/S0307-904X(01)00091-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1861685$BB90D378-0278-486A-9F3D-65F35FB4FD24","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c0c9927f0a5ab166370d18f69be5fb47ca2595d6","datavalue":{"value":{"entity-type":"item","numeric-id":181269,"id":"Q181269"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$64F663A1-4136-411A-BCDA-AD154B26D54C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ec3f4b1370c8f36b20af59fc3c0c0163fbc03b27","datavalue":{"value":{"entity-type":"item","numeric-id":316934,"id":"Q316934"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$4BE9F285-5CBD-4B55-B9D9-A19679FBD10C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2ce6ebb70a277044ccdf14ed67eeef5f25951ad8","datavalue":{"value":{"entity-type":"item","numeric-id":658636,"id":"Q658636"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$71EF2835-DF7C-4B8A-8179-BA529DDB5F86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"90442f76f1e5d540a39162b10a3d8e8248ea8763","datavalue":{"value":{"entity-type":"item","numeric-id":876591,"id":"Q876591"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$FD1678B9-6B38-4839-B8E8-C36FB229C9E8","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"99a6b810a5022d14b9483c33cfd72c675d929b11","datavalue":{"value":{"entity-type":"item","numeric-id":86150,"id":"Q86150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$BC6F5819-1C37-46D5-8DF4-B7EFD476BF16","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"20f463f17fc7e9c2632ed067be3b2803defc648e","datavalue":{"value":{"time":"+2003-03-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1861685$E8EB01EB-7D43-48EB-8F3A-08FD82846E1C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"6347b693a8614873af0c2843d40ab6454a01609b","datavalue":{"value":"The authors consider stochastic differential equations which arise in problems of environmental modelling via the interpretation of the advection-diffusion equation as a Fokker-Planck equation. By using Monte Carlo simulations they intend to determine the probability of the event that some biochemical substances reach a critical region or exceed a critical value. Mathematically this requires the evaluation of the expectation of some function of the solution of the stochastic differential equation.    They discuss the numerical efficiency of Monte-Carlo simulations and propose a variance reduction technique to enhance the efficiency. The variance reduction is obtained by the Girsanov transformation to modify the stochastic model by a correction term that is obtained from an approximate solution of the partial differential equation given by the backward Kolmogorov problem and computed by a classical numerical method. They provide numerical examples of the approach showing the enhanced efficiency of it. Finally, the approach is applied to estimate the probability of exceedence in a model for biochemical-oxygen demand.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1861685$2C2A42F9-846C-4FD9-8A31-57613F3DC4ED","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"f4979306b0f69808cfbcf5b6e4242bd324cd4399","datavalue":{"value":{"entity-type":"item","numeric-id":356149,"id":"Q356149"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$CB269A4D-8107-443A-A983-026B9E78620E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"29a178185dbcbe6a9a658bfa3f45b1d0e718a0bc","datavalue":{"value":"92D40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1861685$7B7953FF-0304-49A7-B432-E74752C61259","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1861685$B135DECB-B729-4FC3-9998-00D6A6BB093A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1861685$D07B0144-109E-4F1D-9009-2ED150F8C1F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"00612fed7ce39b2b11435682afcc06ba25f13d62","datavalue":{"value":"65C50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1861685$727040E2-42F9-4BFC-9040-EE6F72E6B1AB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5c6a617f5cde826f9e5440d5940d5912ac3ae155","datavalue":{"value":"1878790","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1861685$1702A903-573A-4825-BDAC-46501EA70730","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27c0b32e7784770503f10ea6fe453fd8a441e0cb","datavalue":{"value":"stochastic differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q1861685$8909136B-12FA-45F3-9C11-BF5E30D7C68E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ce7a1df1f97a4e73f1df51ea9cd6b7487b42374f","datavalue":{"value":"environmental modelling","type":"string"},"datatype":"string"},"type":"statement","id":"Q1861685$FA81297F-29A3-401A-8E52-D3D4A011423C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"35fbe788020cca376376e1ac96af1534dd8b31fa","datavalue":{"value":"weak approximations","type":"string"},"datatype":"string"},"type":"statement","id":"Q1861685$0DBC9017-76D2-4ACB-A59D-FB5E904A4210","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e8ce2aa1c97ede2296a05a9369e86bc769adc472","datavalue":{"value":"variance reduction","type":"string"},"datatype":"string"},"type":"statement","id":"Q1861685$49151209-40F9-47D6-9AFE-E489B9E0003A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c02ca9352aa2cb840761445b0db0f0368d6994b8","datavalue":{"value":"Monte-Carlo method","type":"string"},"datatype":"string"},"type":"statement","id":"Q1861685$C60E7DB8-0E27-4F51-A59E-D59BBEA4A8ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1a81098bd96978fbce62bc68979e7442eac65ae0","datavalue":{"value":"Girsanov transformation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1861685$26104BD7-F6BD-4EEB-A810-2D4DAE209E22","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$99D163F7-93B8-4AB5-9A02-ED8A892F9022","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e89ba8b3f8f453f831cf60e5b1cf9e695c5faaf0","datavalue":{"value":{"entity-type":"item","numeric-id":1861685,"id":"Q1861685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$6CFF5D91-4EF9-4EE5-A82C-03B0B9780783","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"327b5fcb5f2e57f3ebce5ef1d3dccd6831e4f2f2","datavalue":{"value":{"entity-type":"item","numeric-id":1203152,"id":"Q1203152"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$15F5B818-5780-4884-97B9-DE98FD37652E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7bba8aa8d93bc1cfe4c727b15a41173f2c100e36","datavalue":{"value":{"entity-type":"item","numeric-id":914251,"id":"Q914251"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$9D3EB37F-F888-4EAD-8CA2-7C8957F4F88D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b4a6da3d225f4f17071a8332ee7a45f5fc69168","datavalue":{"value":{"entity-type":"item","numeric-id":3707286,"id":"Q3707286"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$7A4BA5B6-6CDE-45B3-93DB-67521F52F7EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"07300dc11c8f24135783b38df2cf0c63cb45b9e7","datavalue":{"value":{"entity-type":"item","numeric-id":3993078,"id":"Q3993078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1861685$0149A4AE-9976-4B48-9B20-4161725BB2B2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"22cc7aa3fe6326cbc3b36402862d319b6bddd8f7","datavalue":{"value":"https://doi.org/10.1016/s0307-904x(01)00091-9","type":"string"},"datatype":"url"},"type":"statement","id":"Q1861685$FFF2403A-94D1-4AD0-933F-949E2B3D9B26","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"28985f15a345e891365bbd845d3ea3fb24e3eff1","datavalue":{"value":"W2014221443","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1861685$A198AA99-A2EE-4C66-8BA6-247A02B5F91E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2c175c57bcc90f2a7a5ae81c24548b475a1c3714","datavalue":{"value":{"entity-type":"item","numeric-id":4320758,"id":"Q4320758"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dbf7541bded16ef8e8d7e9b0a743bd4ead80dd93","datavalue":{"value":{"amount":"+0.7677854895591736","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1861685$40A9A6F3-9ACF-4574-B7F4-54DEFBAF9C94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5d12955e2911510c17d075e420f961852055e585","datavalue":{"value":{"entity-type":"item","numeric-id":2495434,"id":"Q2495434"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e9bfb4a9150b4923adfc9be0d5eb847171563dfc","datavalue":{"value":{"amount":"+0.7647934556007385","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1861685$EA0C8E4E-469E-4351-8071-EC68E7D07705","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b341cca5cf7d8f2062c113cbd4330d67f3622f49","datavalue":{"value":{"entity-type":"item","numeric-id":4646767,"id":"Q4646767"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"474b3116305b78cbc14c94888872df8568270128","datavalue":{"value":{"amount":"+0.7513797879219055","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1861685$CD0EB62C-4A72-4895-BEE7-701B6FC37AE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cc3c33631e2ce2cffa7c42d2c61153197af93a73","datavalue":{"value":{"entity-type":"item","numeric-id":4356581,"id":"Q4356581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c5f107c8d3d239d64c6efa51ea7ea4eb8dce5a34","datavalue":{"value":{"amount":"+0.7370988130569458","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1861685$5B4FDCEE-4B5B-4424-9EA1-2F2852F4C94C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"95ef1b172e8db9566b4a1b9ea5e6b7f2331c017d","datavalue":{"value":{"entity-type":"item","numeric-id":3823581,"id":"Q3823581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6897b918ed77c295a0a9f651a2280ca4aaba46ad","datavalue":{"value":{"amount":"+0.7353417873382568","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1861685$D6FAE813-6324-4CE6-9E17-EF37237B3C6F","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Variance reduction for Monte Carlo simulation of stochastic environmental models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Variance_reduction_for_Monte_Carlo_simulation_of_stochastic_environmental_models"}}}}}