Monte Carlo method and sensitivity estimations
Résumé
It is shown that, starting from any existing Monte Carlo algorithm for estimation of a physical quantity A, it is possible to implement a simple additional procedure that simultaneously estimates the sensitivity of A to any problem parameter. The corresponding supplementary cost is very low as no additional random sampling is required. The principle is presented on a formal basis and simple radiative transfer examples are used for illustration.
Domaines
Sciences de l'ingénieur [physics]| Origine | Fichiers produits par l'(les) auteur(s) |
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