Sparse Representations in Stochastic Mechanics
DOI10.1007/978-90-481-9987-7_13zbMath1250.82003MaRDI QIDQ2902976
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
singular value decomposition; Darcy's law; Petrov-Galerkin method; Karhunen-Loève expansion; low-rank sparse approximation; modified Gram-Schmidt procedure; stationary stochastic diffusion problem
65F20: Numerical solutions to overdetermined systems, pseudoinverses
76S05: Flows in porous media; filtration; seepage
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65F08: Preconditioners for iterative methods
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