Efficient approximation of random fields for numerical applications.
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Cites work
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- Hierarchische Matrizen
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Multilevel approximation of boundary integral operators
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Cited in
(40)- Empirical orthogonal function (EOF) analysis of spatial random fields: Theory, accuracy of the numerical approximations and sampling effects
- Fast random field generation with \(H\)-matrices
- Novel results for the anisotropic sparse grid quadrature
- Fast sampling of parameterised Gaussian random fields
- A matrix-free isogeometric Galerkin method for Karhunen-Loève approximation of random fields using tensor product splines, tensor contraction and interpolation based quadrature
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
- Space-time multilevel Monte Carlo methods and their application to cardiac electrophysiology
- A fast direct solver for nonlocal operators in wavelet coordinates
- Isogeometric analysis of diffusion problems on random surfaces
- Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields
- A note on the domain mapping method with rough diffusion coefficients
- Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion
- Tucker tensor analysis of Matérn functions in spatial statistics
- Likelihood approximation with hierarchical matrices for large spatial datasets
- Error-controlled model approximation for Gaussian process morphable models
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Isogeometric shape optimization of periodic structures in three dimensions
- On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
- Higher-order quasi-Monte Carlo for Bayesian shape inversion
- Analysis of the domain mapping method for elliptic diffusion problems on random domains
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
- Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
- Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems
- Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains
- Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields
- Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- Uncertainty quantification for PDEs with anisotropic random diffusion
- Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
- Space-time Multilevel Quadrature Methods and their Application for Cardiac Electrophysiology
- On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity
- Quantifying domain uncertainty in linear elasticity
- An interpolation-based fast multipole method for higher-order boundary elements on parametric surfaces
- Rapid computation of far-field statistics for random obstacle scattering
- \({p}\)-multilevel Monte Carlo for acoustic scattering from large deviation rough random surfaces
- Deep Gaussian process priors for Bayesian image reconstruction
- Shape optimization of a thermoelastic body under thermal uncertainties
- Fully discrete analysis of the Galerkin POD neural network approximation with application to 3D acoustic wave scattering
- Data sparse multilevel covariance estimation in optimal complexity
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