Spatially correlated noise and variance minimization in stochastic simulations

DOI10.1016/J.JNNFM.2008.10.002zbMath1274.76286OpenAlexW1984156037MaRDI QIDQ377042

Raz Kupferman, Yossi Shamai

Publication date: 6 November 2013

Published in: Journal of Non-Newtonian Fluid Mechanics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0377025708001766?np=y

zbMATH Keywords

optimizationBrownian configuration fieldsBrownian simulationCONNFFESSIT

Mathematics Subject Classification ID

Non-Newtonian fluids (76A05) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cites Work

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• Calculation of viscoelastic flow using molecular models: The CONNFFESSIT approach
• On a variance reduction technique for micro--macro simulations of polymeric fluids
• Optimal Choices of Correlation Operators in Brownian Simulation Methods
• Stochastic Equations in Infinite Dimensions

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