Project for a Postdoctoral Researcher on “ Variance Reduction Approaches for Random Homogenization ”
نویسندگان
چکیده
Consider heterogeneous elastic materials, modelled by a random stationary microstructure. The homogenized properties are deterministic. To compute them, one needs to solve auxiliary problems (the so-called corrector problems), which are set on the entire space. In practice, these corrector problems need to be approximated, and a usual approach is to consider a large but finite domain, on which the corrector problem (complemented by appropriate boundary conditions, such as periodic boundary conditions) is solved. As a consequence of this truncation, the apparent homogenized properties that one can compute are random. A natural quantity of interest is then the expectation of the apparent homogenized properties (i.e. the average over all possible realizations of the microstructure). A brute force, standard Monte Carlo approach then consists in considering several microstructures, and averaging over these. In this project, our aim is to use more advanced numerical approaches from the applied probability community, and more precisely control variate variance reduction approaches, which are based on using a surrogate model. It turns out that, in the computational mechanics community, many reduced models have been proposed to approximate homogenized quantities: self-consistent models, Hashin-Shtrikman bounds, Mori-Tanaka like schemes,. . . These schemes (which are based on analytical formulaes) typically make use of a small number of statistical informations on the microstructure: for a composite materials, the volumic fraction, the shape and the orientation of the inclusions, . . . It is only recently that high-order correlations (such as threeand four-points correlations) have been taken into account to build more precise estimators.
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....
متن کاملAn Efficient Genetic Agorithm for Solving the Multi-Mode Resource-Constrained Project Scheduling Problem Based on Random Key Representation
In this paper, a new genetic algorithm (GA) is presented for solving the multi-mode resource-constrained project scheduling problem (MRCPSP) with minimization of project makespan as the objective subject to resource and precedence constraints. A random key and the related mode list (ML) representation scheme are used as encoding schemes and the multi-mode serial schedule generation scheme (MSSG...
متن کاملVariance on the Leaves of a Tree Markov Random Field: Detecting Character Dependencies in Phylogenies
Stochastic models of evolution (Markov random fields on trivalent trees) generally assume that different characters (different runs of the stochastic process) are independent and identically distributed. In this paper we take the first steps towards addressing dependent characters. Specifically we show that, under certain technical assumptions regarding the evolution of individual characters, w...
متن کاملInformation Technology for Project Cost Management (Case study: Soufian Cement Co, Iran)
In today's competitive world, reduction of production costs has become one of the corporates priorities. Survival triangle (cost, quality and time) is the solution that helps companies focus on these three dimensions and have the ability to compete with other companies. Cost management is the first step in this way that providing solutions and advice to managers who need help to have a precise ...
متن کاملAnalysis of critical paths in a project network with random fuzzy activity times
Project planning is part of project management, which is relates to the use of schedules such as Gantt charts to plan and subsequently report progress within the project environment. Initially, the project scope is defined and the appropriate methods for completing the project are determined. In this paper a new approach for the critical path analyzing a project network with random fuzzy activi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2014