Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
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Publication:2952286
DOI10.1002/nme.4485zbMath1352.65464OpenAlexW1938228375MaRDI QIDQ2952286
Diego Lorenzo Allaix, Vincenzo Carbone
Publication date: 30 December 2016
Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nme.4485
finite elementsrandom fieldshierarchical matricesSFEMdiscretization error estimatorKarhunen-Loève series expansion
Random fields (60G60) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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