Application of hierarchical matrices for computing the Karhunen-Loève expansion
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Publication:1014342
DOI10.1007/s00607-008-0018-3zbMath1162.65306OpenAlexW2128811293WikidataQ57524801 ScholiaQ57524801MaRDI QIDQ1014342
Boris N. Khoromskij, Alexander Litvinenko, Hermann G. Matthies
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
numerical examplesfinite elementrandom fieldsKrylov subspace methodlarge eigenvalue problemuncertainty quantificationKarhunen-Loève expansionsparse hierarchical matrixsparse matrix approximation
Random fields (60G60) Numerical methods for integral equations (65R20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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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Uses Software
Cites Work
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