Application of hierarchical matrices for computing the Karhunen-Loève expansion
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finite elementKarhunen-Loève expansionKrylov subspace methodlarge eigenvalue problemnumerical examplesrandom fieldssparse hierarchical matrixsparse matrix approximationuncertainty quantification
PDEs with randomness, stochastic partial differential equations (35R60) Eigenvalue problems for integral equations (45C05) Random fields (60G60) 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) Numerical methods for integral equations (65R20)
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Cites work
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- Construction and arithmetics of \(\mathcal H\)-matrices
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- Hybrid cross approximation of integral operators
- Iterative solution of systems of linear equations arising in the context of stochastic finite elements
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Cited in
(38)- Fast random field generation with \(H\)-matrices
- A dynamical polynomial chaos approach for long-time evolution of SPDEs
- On stochastic FEM based computational homogenization of magneto-active heterogeneous materials with random microstructure
- Faster computation of the Karhunen-Loève expansion using its domain independence property
- A Galerkin isogeometric method for Karhunen-Loève approximation of random fields
- Random field simulation over curved surfaces: applications to computational structural mechanics
- 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
- Physics-informed machine learning with conditional Karhunen-Loève expansions
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Fokker-Planck linearization for non-Gaussian stochastic elastoplastic finite elements
- Tucker tensor analysis of Matérn functions in spatial statistics
- Likelihood approximation with hierarchical matrices for large spatial datasets
- Modified SFEM for computational homogenization of heterogeneous materials with microstructural geometric uncertainties
- Sparse representations in stochastic mechanics
- Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
- Mini-workshop: Numerical upscaling for media with deterministic and stochastic heterogeneity. Abstracts from the workshop held February 10--16, 2013.
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- Efficient approximation of random fields for numerical applications.
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- Sampling-free linear Bayesian update of polynomial chaos representations
- A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- Fast spatial Gaussian process maximum likelihood estimation via skeletonization factorizations
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
- Efficient shape optimization for certain and uncertain aerodynamic design
- Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen-Loève expansion.
- Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets
- An isogeometric collocation method for efficient random field discretization
- Uncertainty modeling and propagation for groundwater flow: a comparative study of surrogates
- A spectral-fast Voronoi framework based on multivariate Karhunen-Loève expansion for simulation of two-dimensional random fields
- Deep Gaussian process priors for Bayesian image reconstruction
- Dirichlet-Neumann averaging: the DNA of efficient Gaussian process simulation
- Iterative algorithms for the post-processing of high-dimensional data
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