Triple

T1462645
Position Surface form Disambiguated ID Type / Status
Subject Euler–Maruyama method E31546 entity
Predicate isSpecialCaseOf P2372 FINISHED
Object stochastic Runge–Kutta method E31546 NE FINISHED

How this triple was built (2 steps)

Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.

NER Named-entity recognition gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: stochastic Runge–Kutta method | Statement: [Euler–Maruyama method, isSpecialCaseOf, stochastic Runge–Kutta method]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: stochastic Runge–Kutta method
Context triple: [Euler–Maruyama method, isSpecialCaseOf, stochastic Runge–Kutta method]
  • A. Euler–Maruyama method chosen
    The Euler–Maruyama method is a basic time-stepping scheme for numerically approximating solutions to stochastic differential equations, widely used in simulations of systems with noise such as Langevin dynamics.
  • B. Euler’s method for numerical integration
    Euler’s method for numerical integration is a simple first-order numerical procedure used to approximate solutions to ordinary differential equations by stepping forward in small increments.
  • C. Monte Carlo method
    The Monte Carlo method is a computational technique that uses random sampling to approximate numerical results, especially for complex integrals, simulations, and probabilistic systems.
  • D. Ornstein–Uhlenbeck process
    The Ornstein–Uhlenbeck process is a continuous-time stochastic process that models mean-reverting random motion, widely used in physics and quantitative finance to describe systems fluctuating around a long-term equilibrium.
  • E. Crank–Nicolson scheme
    The Crank–Nicolson scheme is a finite difference method for numerically solving time-dependent partial differential equations, especially parabolic ones like the heat equation, known for its second-order accuracy and unconditional stability.
  • F. None of above.
  • G. Unsure - the case is ambiguous/there is not enough information to decide.

Provenance (3 batches)

The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.

Step Stage Batch ID Status When
creating Elicitation batch_69a49917dfc081909acdbdf5d684f1ef completed March 1, 2026, 7:52 p.m.
NER Named-entity recognition batch_69a4c5b6e36c81909c47b2f7e66f17d7 completed March 1, 2026, 11:03 p.m.
NED1 Entity disambiguation (via context triple) batch_69ad0e7ab538819090bc3e3ed1bbff64 completed March 8, 2026, 5:51 a.m.
Created at: March 1, 2026, 8 p.m.