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APPLICATIONS OF SENSITIVITY ESTIMATIONS BY MONTE CARLO METHODS

DOI: 10.1615/ICHMT.2004.RAD-4.50
8 pages

M. Roger
École des Mines d'Albi Carmaux, Campus Jarlard, route de Teillet, Albi, France

Mouna El Hafi
Centre Energetique-Environnement CNRS - Faculté des Sciences et Techniques; Laboratoire de Géenie des Procédés des Solides Divisés, Ecole des Mines d'Albi, Carmaux, France

R. Fournier
Laboratoire d'Energétique; Laboratoire d'Etudes des Systemes et Environnement Thermique de l'Homme, France

Stephane Blanco
LAPLACE, Universite de Toulouse, CNRS, INPT, UPS, France

A. de Lataillade
Groupe Etienne Lacroix / MCE / Mesures infrarouges, France

V. Eymet
Centre Energetique-Environnement, École des Mines d'Albi Carmaux, France

P. Perez
École des Mines d'Albi Carmaux, France

Abstract

Parametric sensitivity estimations by Monte Carlo methods have been shown to be very easy to handle with low computational costs. This paper recalls the methodology to estimate sensitivities and illustrates it in different areas of applications. The extension to geometric sensitivity estimations is also discussed and a first simple example is provided.

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