Application of hierarchical matrices for computing the Karhunen-Loève expansion
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Publication:1014342
numerical examplesuncertainty quantificationrandom fieldsfinite elementKrylov subspace methodlarge eigenvalue problemsparse hierarchical matrixsparse matrix approximationKarhunen-Loève expansion
Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for integral equations (65R20) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Eigenvalue problems for integral equations (45C05)
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Cited in
(35)- Fast sampling of parameterised Gaussian random fields
- Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems
- Tucker tensor analysis of Matérn functions in spatial statistics
- Modified SFEM for computational homogenization of heterogeneous materials with microstructural geometric uncertainties
- scientific article; zbMATH DE number 5545249 (Why is no real title available?)
- An isogeometric collocation method for efficient random field discretization
- Mini-workshop: Numerical upscaling for media with deterministic and stochastic heterogeneity. Abstracts from the workshop held February 10--16, 2013.
- A Galerkin isogeometric method for Karhunen-Loève approximation of random fields
- Likelihood approximation with hierarchical matrices for large spatial datasets
- 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
- Efficient approximation of random fields for numerical applications.
- Iterative algorithms for the post-processing of high-dimensional data
- Sampling-free linear Bayesian update of polynomial chaos representations
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- Faster computation of the Karhunen-Loève expansion using its domain independence property
- Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets
- Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
- A matrix-free isogeometric Galerkin method for Karhunen-Loève approximation of random fields using tensor product splines, tensor contraction and interpolation based quadrature
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- Efficient shape optimization for certain and uncertain aerodynamic design
- Random field simulation over curved surfaces: applications to computational structural mechanics
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
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- Physics-informed machine learning with conditional Karhunen-Loève expansions
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- Fokker-Planck linearization for non-Gaussian stochastic elastoplastic finite elements
- Fast spatial Gaussian process maximum likelihood estimation via skeletonization factorizations
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen-Loève expansion.
- Uncertainty modeling and propagation for groundwater flow: a comparative study of surrogates
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