A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization

DOI10.1137/140980120zbMath1330.35553arXiv1407.8029OpenAlexW2067548957MaRDI QIDQ5266232

William Minvielle, Frédéric Legoll

Publication date: 30 July 2015

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.8029

zbMATH Keywords

variance reductionstochastic homogenizationcontrol variate

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Related Items (10)

An offline-online strategy for multiscale problems with random defects ⋮ Tensor-Based Numerical Method for Stochastic Homogenization ⋮ Homogenization theory and multiscale numerical approaches for disordered media: some recent contributions ⋮ Tensor-based multiscale method for diffusion problems in quasi-periodic heterogeneous media ⋮ 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 ⋮ The choice of representative volumes in the approximation of effective properties of random materials ⋮ Special quasirandom structures: a selection approach for stochastic homogenization ⋮ Analyticity of homogenized coefficients under Bernoulli perturbations and the Clausius-Mossotti formulas

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