Variance reduction in stochastic homogenization using antithetic variables

MaRDI QIDQ2906828zbMATH OpenFDO

Authors R. Costaouec, F. Legoll, X. Blanc, Claude Le Bris

Publication date 5 September 2012

Published in Markov Processes and Related Fields (Search for Journal in Brave)

zbMATH Keywords

variance reductionstochastic homogenizationantithetic variables

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Recommendations

• Variance reduction in stochastic homogenization: proof of concept, using antithetic variables
• Variance reduction in stochastic homogenization: the technique of antithetic variables
• Variance reduction using antithetic variables for a nonlinear convex stochastic homogenization problem
• Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
• A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization

Cited in

(13)

• Special quasirandom structures: a selection approach for stochastic homogenization
• A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization
• Variance reduction using antithetic variables for a nonlinear convex stochastic homogenization problem
• Tensor-based multiscale method for diffusion problems in quasi-periodic heterogeneous media
• Homogenization theory and multiscale numerical approaches for disordered media: some recent contributions
• Variance reduction in stochastic homogenization: the technique of antithetic variables
• A variance reduction strategy for numerical random homogenization based on the equivalent inclusion method
• Variance reduction in stochastic homogenization: proof of concept, using antithetic variables
• The choice of representative volumes in the approximation of effective properties of random materials
• Expository paper: A primer on homogenization of elliptic PDEs with stationary and ergodic random coefficient functions
• A parameter identification problem in stochastic homogenization
• Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs
• Multilevel Monte Carlo approaches for numerical homogenization

This page was built for publication: Variance reduction in stochastic homogenization using antithetic variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2906828)