Abstract : We show that we can reduce the variance in a simple problem of stochastic homogenization using the classical technique of antithetic variables. The setting, and the presentation, are deliberately kept elementary. We point out the main issues, show some illustrative results, and demonstrate, both theoretically and numerically, the efficiency of the approach on simple cases.
https://hal.inria.fr/inria-00457946
Contributeur : Ronan Costaouec
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Soumis le : vendredi 19 février 2010 - 12:28:37
Dernière modification le : mardi 17 avril 2018 - 11:31:16
Document(s) archivé(s) le : vendredi 18 juin 2010 - 21:22:49
