title: 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.
authors.affiliation: Ecole des Mines d'Albi-Carmaux, UMR CNRS 2392, 31 allées des Sciences, 81000 Albi Cedex 09, France.
authors.forename: Maxime
authors.initials: M
authors.lastname: Roger
authors.forename: Stephane
authors.initials: S
authors.lastname: Blanco
authors.forename: Mouna
authors.initials: M
authors.lastname: El Hafi
authors.forename: Richard
authors.initials: R
authors.lastname: Fournier