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 Contributor : Ronan CostaouecConnect 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