\(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation

DOI10.1007/S10915-014-9965-3zbMath1329.65013OpenAlexW2027832430MaRDI QIDQ898437

Helmut Harbrecht, Jürgen Dölz, Michael D. Multerer

Publication date: 9 December 2015

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-014-9965-3

zbMATH Keywords

algorithmnon-local operatorsboundary integral equation methodnumerical experimentuncertainty quantificationstrongly elliptic operators\(\mathcal H\)-matrix arithmeticstochastic Dirichlet data

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Boundary element methods for boundary value problems involving PDEs (65N38)

Related Items (7)

Rapid Solution of Minimal Riesz Energy Problems ⋮ Hierarchical matrix approximation for the uncertainty quantification of potentials on random domains ⋮ BEM-based magnetic field reconstruction by ensemble Kálmán filtering ⋮ On the Best Approximation of the Hierarchical Matrix Product ⋮ A Higher Order Perturbation Approach for Electromagnetic Scattering Problems on Random Domains ⋮ Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields ⋮ $\mathcal{H}$-Matrix Based Second Moment Analysis for Rough Random Fields and Finite Element Discretizations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Combination technique based \(k\)-th moment analysis of elliptic problems with random diffusion
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Isogeometric analysis: CAD, finite elements, NURBS, exact geometry and mesh refinement
• Approximate iterations for structured matrices
• Sparse second moment analysis for elliptic problems in stochastic domains
• Multilevel frames for sparse tensor product spaces
• Sparse finite element methods for operator equations with stochastic data.
• A finite element method for elliptic problems with stochastic input data
• A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
• Sparse finite elements for elliptic problems with stochastic loading
• Optimized tensor-product approximation spaces
• Finite elements for elliptic problems with stochastic coefficients
• A sparse \({\mathcal H}\)-matrix arithmetic: General complexity estimates
• Comparison of fast boundary element methods on parametric surfaces
• Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs
• Numerical Methods for Differential Equations in Random Domains
• Hierarchische Matrizen
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Boundary Integral Operators on Lipschitz Domains: Elementary Results
• Elliptic Partial Differential Equations of Second Order
• ARPACK Users' Guide
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• On the construction of sparse tensor product spaces
• On the Convergence of the Combination Technique
• Iterative Refinement in Floating Point
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Boundary Element Methods
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Solution of stochastic partial differential equations using Galerkin finite element techniques

This page was built for publication: \(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation