Karhunen-Loève expansion revisited for vector-valued random fields: scaling, errors and optimal basis.

DOI10.1016/j.jcp.2013.02.036zbMath1329.60142OpenAlexW1984478718MaRDI QIDQ401581

C. Funfschilling, Guillaume Perrin, Denis Duhamel, Christian Soize

Publication date: 27 August 2014

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.036

zbMATH Keywords

Karhunen-Loève expansionoptimal basisvector-valued random fields

Mathematics Subject Classification ID

Random fields (60G60)

Related Items (12)

A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields ⋮ Best estimation of functional linear models ⋮ Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies ⋮ Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework ⋮ Spectral representation of stochastic field data using sparse polynomial chaos expansions ⋮ Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate ⋮ Measurements-based constrained control optimization in presence of uncertainties with application to the driver commands for high-speed trains ⋮ Compressed Principal Component Analysis of Non-Gaussian Vectors ⋮ Data-driven probability concentration and sampling on manifold ⋮ Regularized kernel PCA for the efficient parameterization of complex geological models ⋮ Stochastic Galerkin framework with locally reduced bases for nonlinear two-phase transport in heterogeneous formations ⋮ Finite dimensional models for random functions

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