Application of hierarchical matrices for computing the Karhunen-Loève expansion
From MaRDI portal
Publication:1014342
DOI10.1007/S00607-008-0018-3zbMATH Open1162.65306OpenAlexW2128811293WikidataQ57524801 ScholiaQ57524801MaRDI QIDQ1014342FDOQ1014342
Alexander Litvinenko, Hermann G. Matthies, Boris N. Khoromskij
Publication date: 27 April 2009
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00607-008-0018-3
Recommendations
- scientific article
- 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
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)
Cites Work
- ARPACK Users' Guide
- Templates for the Solution of Algebraic Eigenvalue Problems
- Title not available (Why is that?)
- A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
- Adaptive low-rank approximation of collocation matrices
- A sparse \({\mathcal H}\)-matrix arithmetic. II: Application to multi-dimensional problems
- Title not available (Why is that?)
- A theory of pseudoskeleton approximations
- Approximation of boundary element matrices
- Hierarchical Kronecker tensor-product approximations
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Construction and arithmetics of \(\mathcal H\)-matrices
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Hybrid cross approximation of integral operators
- Title not available (Why is that?)
- The Numerical Solution of Integral Equations of the Second Kind
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Numerical methods for large eigenvalue problems
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Title not available (Why is that?)
- Sparse finite elements for elliptic problems with stochastic loading
- Numerical solution of systems with stochastic uncertainties. A general purpose framework for stochastic finite elements.
- Thick-restart Lanczos method for large symmetric eigenvalue problems
- Iterative solution of systems of linear equations arising in the context of stochastic finite elements
- Stabilized rounded addition of hierarchical matrices
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- The Homogeneous Chaos
- Computational aspects of the stochastic finite element method
- Sparse finite elements for stochastic elliptic problems --- higher order moments
- Hierarchical matrices based on a weak admissibility criterion
- Efficient iterative algorithms for the stochastic finite element method with application to acoustic scattering
- Construction and complexity of hierarchical matrices
- Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
Cited In (33)
- An isogeometric collocation method for efficient random field discretization
- Random field simulation over curved surfaces: applications to computational structural mechanics
- Fast sampling of parameterised Gaussian random fields
- Modified SFEM for computational homogenization of heterogeneous materials with microstructural geometric uncertainties
- A Galerkin isogeometric method for Karhunen-Loève approximation of random fields
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- Fast random field generation with \(H\)-matrices
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn 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
- Uncertainty modeling and propagation for groundwater flow: a comparative study of surrogates
- Tucker tensor analysis of Matérn functions in spatial statistics
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen–Loève expansion
- Fast Spatial Gaussian Process Maximum Likelihood Estimation via Skeletonization Factorizations
- Fokker-Planck linearization for non-Gaussian stochastic elastoplastic finite elements
- Faster computation of the Karhunen-Loève expansion using its domain independence property
- Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
- 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
- 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
- Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- 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
- Title not available (Why is that?)
- Physics-informed machine learning with conditional Karhunen-Loève expansions
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
Uses Software
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)
