Variance reduction in stochastic homogenization: proof of concept, using antithetic variables

DOI10.1007/BF03322539zbMath1242.60039MaRDI QIDQ2897852

Frédéric Legoll, Ronan Costaouec, Claude Le Bris

Publication date: 16 July 2012

Published in: SeMA Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Homogenization, determination of effective properties in solid mechanics (74Q99)

Related Items (10)

Variance Reduction in Stochastic Homogenization: The Technique of Antithetic Variables ⋮ Multilevel Monte Carlo Approaches for Numerical Homogenization ⋮ Numerical strategy for unbiased homogenization of random materials ⋮ 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 ⋮ 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

This page was built for publication: Variance reduction in stochastic homogenization: proof of concept, using antithetic variables