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Fast uncertainty quantification of tracer distribution in the brain interstitial fluid with multilevel and quasi Monte Carlo

Abstract:
Efficient uncertainty quantification algorithms are key to understand the propagation of uncertainty—from uncertain input parameters to uncertain output quantities—in high resolution mathematical models of brain physiology. Advanced Monte Carlo methods such as quasi Monte Carlo (QMC) and multilevel Monte Carlo (MLMC) have the potential to dramatically improve upon standard Monte Carlo (MC) methods, but their applicability and performance in biomedical applications is underexplored. In this paper, we design and apply QMC and MLMC methods to quantify uncertainty in a convection‐diffusion model of tracer transport within the brain. We show that QMC outperforms standard MC simulations when the number of random inputs is small. MLMC considerably outperforms both QMC and standard MC methods and should therefore be preferred for brain transport models.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1002/cnm.3412

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
ORCID:
0000-0003-1669-9445


Publisher:
Wiley
Journal:
International Journal for Numerical Methods in Biomedical Engineering More from this journal
Volume:
37
Issue:
1
Article number:
e3412
Publication date:
2020-12-17
Acceptance date:
2020-11-01
DOI:
EISSN:
2040-7947
ISSN:
2040-7939


Language:
English
Keywords:
Pubs id:
1093668
Local pid:
pubs:1093668
Deposit date:
2020-11-02

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