Variance reduction in stochastic homogenization : proof of concept, using antithetic variables
Réduction de variance en homogénéisation stochastique : l'exemple des variables antithétiques
Résumé
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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