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

antithetic variablesstochastic homogenizationvariance reduction

Mathematics Subject Classification ID

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) Monte Carlo methods (65C05)

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Cited in

(13)

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• Multilevel Monte Carlo approaches for numerical 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
• Variance reduction using antithetic variables for a nonlinear convex stochastic homogenization problem
• Expository paper: A primer on homogenization of elliptic PDEs with stationary and ergodic random coefficient functions
• 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

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