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Journal articles
Monte Carlo Estimates of Domain-Deformation Sensitivities
Abstract : It is shown that, when a Monte Carlo algorithm is used for estimation of any physical quantity A, a simple and fast additional procedure can be implemented that simultaneously estimates the sensitivity of A to any problem parameter. The proposed approach is general and systematic in the sense that: (i) it includes domain-deformation sensitivities, i.e., cases where a change in the parameter modifies the domain over which the sampled random variables are defined and (ii) a simple generic procedure is presented to address all remaining free choices in terms of variance minimization.
Cited literature [4 references]
https://hal-mines-albi.archives-ouvertes.fr/hal-01736284
Contributor : Mouna El Hafi Connect in order to contact the contributor
Submitted on : Friday, March 16, 2018 - 5:09:40 PM
Last modification on : Tuesday, October 19, 2021 - 10:48:23 PM
Long-term archiving on: : Tuesday, September 11, 2018 - 7:23:28 AM
Contributor : Mouna El Hafi Connect in order to contact the contributor
Submitted on : Friday, March 16, 2018 - 5:09:40 PM
Last modification on : Tuesday, October 19, 2021 - 10:48:23 PM
Long-term archiving on: : Tuesday, September 11, 2018 - 7:23:28 AM
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sensibilités - copie.pdf
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