Comparison of a semi-analytic variance reduction technique to classical Monte Carlo variance reduction techniques for high aspect ratio pencil beam collimators for emission tomography applications

Author(s):  
Seth Kilby ◽  
Jack Fletcher ◽  
Zhongmin Jin ◽  
Ashish Avachat ◽  
Devin Imholte ◽  
...  
2019 ◽  
Vol 320 (1) ◽  
pp. 37-45 ◽  
Author(s):  
Seth Kilby ◽  
Zhongmin Jin ◽  
Ashish Avachat ◽  
Bryant Kanies ◽  
Nicholas Woolstenhulme ◽  
...  

Author(s):  
X. Blanc ◽  
C. Le Bris ◽  
F. Legoll

We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here.


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