Variance reduction in stochastic homogenization: proof of concept, using antithetic variables

DOI10.1007/BF03322539MaRDI QIDQ2897852zbMATH OpenFDO

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

Publication date 16 July 2012

Published in Boletín de la Sociedad Española de Matemática Aplicada. S\(\vec{\text{e}}\)MA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF03322539

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Homogenization, determination of effective properties in solid mechanics (74Q99)

Recommendations

• Variance reduction in stochastic homogenization 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
• Application of antithetic and common random numbers for variance reduction
• A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization

Cited in

(11)

• Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs
• Special quasirandom structures: a selection approach for stochastic homogenization
• Variance reduction in stochastic homogenization: the technique of antithetic variables
• Variance reduction in stochastic homogenization using antithetic variables
• Numerical strategy for unbiased homogenization of random materials
• Some variance reduction methods for numerical stochastic homogenization
• Multilevel Monte Carlo approaches for numerical homogenization
• Variance reduction using antithetic variables for a nonlinear convex stochastic homogenization problem
• A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization
• A parameter identification problem in stochastic homogenization
• A variance reduction strategy for numerical random homogenization based on the equivalent inclusion method

This page was built for publication: Variance reduction in stochastic homogenization: proof of concept, using antithetic variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2897852)