Sparse representations in stochastic mechanics

DOI10.1007/978-90-481-9987-7_13zbMATH Open1250.82003OpenAlexW1288402MaRDI QIDQ2902976FDOQ2902976

Authors: Hermann G. Matthies, Elmar Zander 

Publication date: 23 August 2012

Published in: Computational Methods in Stochastic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-90-481-9987-7_13

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zbMATH Keywords

singular value decompositionDarcy's lawPetrov-Galerkin methodlow-rank sparse approximationmodified Gram-Schmidt procedurestationary stochastic diffusion problemKarhunen-Loève expansion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Preconditioners for iterative methods (65F08) Flows in porous media; filtration; seepage (76S05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (3)

• Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields
• A posteriori error and optimal reduced basis for stochastic processes defined by a finite set of realizations
• Variational theory and computations in stochastic plasticity

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