Variance reduction in stochastic homogenization using antithetic variables

zbMATH Open1260.35260MaRDI QIDQ2906828FDOQ2906828

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)

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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)

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

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