Monte Carlo Estimates of Domain-Deformation Sensitivities

Maxime Roger (1) , Stéphane Blanco (2) , Mouna El-Hafi (1) , Richard A Fournier (2)

1 RAPSODEE - Centre de recherche d'Albi en génie des procédés des solides divisés, de l'énergie et de l'environnement
2 L.E. - Laboratoire d'énergétique

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.

Domaines: Electromagnétisme; Génie des procédés

Maxime Roger, Stéphane Blanco, Mouna El-Hafi, Richard A Fournier. Monte Carlo Estimates of Domain-Deformation Sensitivities. Physical Review Letters, 2005, 95 (18), 180601 - 4 p. ⟨10.1103/PhysRevLett.95.180601⟩. ⟨hal-01736284⟩