Monte Carlo Estimates of Domain-Deformation Sensitivities

Maxime Roger; Stephane Blanco; Mouna El-Hafi; Richard Fournier

Monte Carlo Estimates of Domain-Deformation Sensitivities

Maxime Roger ¹ Stephane Blanco ² Mouna El-Hafi ³ Richard Fournier ⁴

1 CETHIL - Centre d'Energétique et de Thermique de Lyon

2 LAPLACE - LAboratoire PLasma et Conversion d'Energie

3 RAPSODEE - Centre de recherche d'Albi en génie des procédés des solides divisés, de l'énergie et de l'environnement

4 UPS - Université Toulouse III - Paul Sabatier

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.

Document type :

Journal articles

Domain :

Engineering Sciences [physics] / Electromagnetism

Engineering Sciences [physics] / Chemical and Process Engineering

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https://hal-mines-albi.archives-ouvertes.fr/hal-01736284
Contributor : Mouna El Hafi <>
Submitted on : Friday, March 16, 2018 - 5:09:40 PM
Last modification on : Friday, October 11, 2019 - 8:23:13 PM
Long-term archiving on : Tuesday, September 11, 2018 - 7:23:28 AM

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