Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients

DOI10.1007/s00041-017-9539-5zbMath1428.60054arXiv1603.05559OpenAlexW2964299871MaRDI QIDQ1645270

Giovanni Migliorati, Markus Bachmayr, Albert Cohen

Publication date: 28 June 2018

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05559

zbMATH Keywords

waveletsGaussian random fieldsKarhunen-Loève expansionsperiodic continuationlognormal diffusion problems

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Numerical methods for wavelets (65T60) Numerical methods for trigonometric approximation and interpolation (65T40)

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