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

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.
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https://hal.inria.fr/inria-00457946
Contributor : Ronan Costaouec Connect in order to contact the contributor
Submitted on : Friday, February 19, 2010 - 12:28:37 PM
Last modification on : Friday, February 4, 2022 - 3:11:22 AM
Long-term archiving on: : Friday, June 18, 2010 - 9:22:49 PM

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  • HAL Id : inria-00457946, version 1

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Ronan Costaouec, Claude Le Bris, Frédéric Legoll. Variance reduction in stochastic homogenization : proof of concept, using antithetic variables. [Research Report] RR-7207, Inria. 2010, pp.1-21. ⟨inria-00457946⟩

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