Application of hierarchical matrices for computing the Karhunen-Loève expansion
From MaRDI portal
(Redirected from 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)
Recommendations
- scientific article; zbMATH DE number 5545249
- A matrix-free isogeometric Galerkin method for Karhunen-Loève approximation of random fields using tensor product splines, tensor contraction and interpolation based quadrature
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
- Faster computation of the Karhunen-Loève expansion using its domain independence property
Cites work
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 408258 (Why is no real title available?)
- scientific article; zbMATH DE number 236854 (Why is no real title available?)
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A sparse \({\mathcal H}\)-matrix arithmetic. II: Application to multi-dimensional problems
- A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
- A theory of pseudoskeleton approximations
- ARPACK Users' Guide
- Adaptive low-rank approximation of collocation matrices
- Approximation of boundary element matrices
- Computational aspects of the stochastic finite element method
- Construction and arithmetics of \(\mathcal H\)-matrices
- Construction and complexity of hierarchical matrices
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Efficient iterative algorithms for the stochastic finite element method with application to acoustic scattering
- Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Hierarchical Kronecker tensor-product approximations
- Hierarchical matrices based on a weak admissibility criterion
- Hybrid cross approximation of integral operators
- Iterative solution of systems of linear equations arising in the context of stochastic finite elements
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Numerical methods for large eigenvalue problems
- Numerical solution of systems with stochastic uncertainties. A general purpose framework for stochastic finite elements.
- Sparse finite elements for elliptic problems with stochastic loading
- Sparse finite elements for stochastic elliptic problems --- higher order moments
- Stabilized rounded addition of hierarchical matrices
- Templates for the Solution of Algebraic Eigenvalue Problems
- The Homogeneous Chaos
- The Numerical Solution of Integral Equations of the Second Kind
- Thick-restart Lanczos method for large symmetric eigenvalue problems
Cited in
(38)- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Fast spatial Gaussian process maximum likelihood estimation via skeletonization factorizations
- Random field simulation over curved surfaces: applications to computational structural mechanics
- An isogeometric collocation method for efficient random field discretization
- Fast sampling of parameterised Gaussian random fields
- Deep Gaussian process priors for Bayesian image reconstruction
- Modified SFEM for computational homogenization of heterogeneous materials with microstructural geometric uncertainties
- A Galerkin isogeometric method for Karhunen-Loève approximation of random fields
- Fast random field generation with \(H\)-matrices
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- A matrix-free isogeometric Galerkin method for Karhunen-Loève approximation of random fields using tensor product splines, tensor contraction and interpolation based quadrature
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- Uncertainty modeling and propagation for groundwater flow: a comparative study of surrogates
- Tucker tensor analysis of Matérn functions in spatial statistics
- Dirichlet-Neumann averaging: the DNA of efficient Gaussian process simulation
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- Fokker-Planck linearization for non-Gaussian stochastic elastoplastic finite elements
- Faster computation of the Karhunen-Loève expansion using its domain independence property
- 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
- Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
- Efficient shape optimization for certain and uncertain aerodynamic design
- Mini-workshop: Numerical upscaling for media with deterministic and stochastic heterogeneity. Abstracts from the workshop held February 10--16, 2013.
- Iterative algorithms for the post-processing of high-dimensional data
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- A spectral-fast Voronoi framework based on multivariate Karhunen-Loève expansion for simulation of two-dimensional random fields
- 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
- 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
- Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems
- Sparse representations in stochastic mechanics
- scientific article; zbMATH DE number 5545249 (Why is no real title available?)
- Physics-informed machine learning with conditional Karhunen-Loève expansions
- Efficient approximation of random fields for numerical applications.
This page was built for publication: Application of hierarchical matrices for computing the Karhunen-Loève expansion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1014342)
