Efficient approximation of random fields for numerical applications (Q3466257)

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Efficient approximation of random fields for numerical applications
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    Efficient approximation of random fields for numerical applications (English)
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    1 February 2016
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    random fields
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    Karhunen-Loève expansion
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    pivoted Cholesky decomposition
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    non-local operators
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    stochastic Galerkin
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    stochastic collocation
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    error estimate
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    numerical examples
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