%0 Journal Article %T Monte Carlo Estimates of Domain-Deformation Sensitivities %+ Centre de recherche d'Albi en génie des procédés des solides divisés, de l'énergie et de l'environnement (RAPSODEE) %+ Laboratoire d'énergétique (L.E.) %A Roger, Maxime %A Blanco, Stéphane %A El-Hafi, Mouna %A Fournier, Richard, A %< avec comité de lecture %Z KTK-1172 %Z DOCA-01 %@ 0031-9007 %J Physical Review Letters %I American Physical Society %V 95 %N 18 %P 180601 - 4 p. %8 2005-10 %D 2005 %R 10.1103/PhysRevLett.95.180601 %Z PACS: 05.10.Ln, 02.70.Tt, 05.60.2k %Z Engineering Sciences [physics]/Electromagnetism %Z Engineering Sciences [physics]/Chemical and Process EngineeringJournal articles %X 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. %G English %2 https://hal-mines-albi.archives-ouvertes.fr/hal-01736284/document %2 https://hal-mines-albi.archives-ouvertes.fr/hal-01736284/file/sensibilite%CC%81s%20-%20copie.pdf %L hal-01736284 %U https://hal-mines-albi.archives-ouvertes.fr/hal-01736284 %~ INSTITUT-TELECOM %~ UNIV-TLSE3 %~ MINES-ALBI %~ CNRS %~ EMAC %~ RAPSODEE %~ INSTITUTS-TELECOM %~ UNIV-UT3 %~ UT3-INP %~ UT3-TOULOUSEINP