Variance reduction in stochastic homogenization: proof of concept, using antithetic variables
نویسندگان
چکیده
منابع مشابه
Variance Reduction in Stochastic Homogenization Using Antithetic Variables
Some theoretical issues related to the problem of variance reduction in numerical approaches for stochastic homogenization are examined. On some simple, yet representative cases, it is demonstrated theoretically that a technique based on antithetic variables can indeed reduce the variance of the output of the computation, and decrease the overall computational cost of such a multiscale problem....
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ژورنال
عنوان ژورنال: SeMA Journal
سال: 2010
ISSN: 1575-9822,2254-3902
DOI: 10.1007/bf03322539