Variance Reduction in Stochastic Homogenization: The Technique of Antithetic Variables

DOI10.1007/978-3-642-21943-6_3zbMath1245.65050OpenAlexW2206337270MaRDI QIDQ2897257

Ronan Costaouec, Frédéric Legoll, Xavier Blanc, Claude Le Bris

Publication date: 10 July 2012

Published in: Numerical Analysis of Multiscale Computations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-21943-6_3

Mathematics Subject Classification ID

Related Items

Homogenization theory and multiscale numerical approaches for disordered media: some recent contributions, Some variance reduction methods for numerical stochastic homogenization, A variance reduction strategy for numerical random homogenization based on the equivalent inclusion method, Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs, Variance reduction using antithetic variables for a nonlinear convex stochastic homogenization problem, A parameter identification problem in stochastic homogenization, The choice of representative volumes in the approximation of effective properties of random materials, A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization, Special quasirandom structures: a selection approach for stochastic homogenization

Cites Work

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• Approximations of effective coefficients in stochastic homogenization
• Stochastic homogenization and random lattices
• Variance reduction in stochastic homogenization: proof of concept, using antithetic variables
• Some Numerical Approaches for Weakly Random Homogenization
• Asymptotic and numerical homogenization
• Monte Carlo strategies in scientific computing
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