Monte carlo estimates of domain-deformation sensitivities.
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.
Roger
Maxime
M
Ecole des Mines d'Albi-Carmaux, UMR CNRS 2392, 31 allées des Sciences, 81000 Albi Cedex 09, France.
Blanco
Stephane
S
El Hafi
Mouna
M
Fournier
Richard
R