Karhunen-Loève expansion revisited for vector-valued random fields: scaling, errors and optimal basis.
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Cites work
- A Karhunen-Loève least-squares technique for optimization of geometry of a blunt body in supersonic flow.
- A priori reduction method for solving the two-dimensional Burgers' equations
- An efficient, high-order perturbation approach for flow in random porous media via Karhunen-Loève and polynomial expansions.
- Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- Evaluation of Proper Orthogonal Decomposition--Based Decomposition Techniques Applied to Parameter-Dependent Nonturbulent Flows
- Finite elements for stochastic media problems
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Galerkin proper orthogonal decomposition methods for parabolic problems
- Generalized probabilistic approach of uncertainties in computational dynamics using random matrices and polynomial chaos decompositions
- Generalized spectral decomposition for stochastic nonlinear problems
- Identification of Bayesian posteriors for coefficients of chaos expansions
- Identification of polynomial chaos representations in high dimension from a set of realizations
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Numerical tools for analysis and solution of Fredholm integral equations of the first kind
- Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
- Polynomial chaos representation of spatio-temporal random fields from experimental measurements
- Proper orthogonal decomposition for reduced basis feedback controllers for parabolic equations
- Spectral Methods for Uncertainty Quantification
Cited in
(12)- Stochastic Galerkin framework with locally reduced bases for nonlinear two-phase transport in heterogeneous formations
- Spectral representation of stochastic field data using sparse polynomial chaos expansions
- Compressed principal component analysis of non-Gaussian vectors
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
- A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields
- Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies
- Data-driven probability concentration and sampling on manifold
- Regularized kernel PCA for the efficient parameterization of complex geological models
- Measurements-based constrained control optimization in presence of uncertainties with application to the driver commands for high-speed trains
- Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
- Best estimation of functional linear models
- Finite dimensional models for random functions
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