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.