Spatially correlated noise and variance minimization in stochastic simulations

DOI10.1016/J.JNNFM.2008.10.002MaRDI QIDQ377042zbMATH OpenOpenAlexFDO

Authors 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

Brownian configuration fieldsBrownian simulationCONNFFESSIToptimization

Mathematics Subject Classification ID

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

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Cites work

• Calculation of viscoelastic flow using molecular models: The CONNFFESSIT approach
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
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• Optimal Choices of Correlation Operators in Brownian Simulation Methods
• Stochastic Equations in Infinite Dimensions

Cited in

(5)

• Variance reduction methods for CONNFFESSIT-like simulations
• Correlation-inducing variance reduction in regenerative simulation
• Optimal Choices of Correlation Operators in Brownian Simulation Methods
• Continuum-kinetic-microscopic model of lung clearance due to core-annular fluid entrainment
• Variance analysis of linear SIMO models with spatially correlated noise

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