Karhunen-Loève expansion revisited for vector-valued random fields: scaling, errors and optimal basis.
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Publication:401581
DOI10.1016/J.JCP.2013.02.036zbMATH Open1329.60142OpenAlexW1984478718MaRDI QIDQ401581FDOQ401581
Authors: G. Perrin, C. Soize, D. Duhamel, C. Funfschilling 
Publication date: 27 August 2014
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.036
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Cites Work
- Galerkin proper orthogonal decomposition methods for parabolic problems
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Spectral Methods for Uncertainty Quantification
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- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
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- Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
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- Identification of Bayesian posteriors for coefficients of chaos expansions
- A Karhunen-Loève least-squares technique for optimization of geometry of a blunt body in supersonic flow.
- Numerical tools for analysis and solution of Fredholm integral equations of the first kind
- Evaluation of Proper Orthogonal Decomposition--Based Decomposition Techniques Applied to Parameter-Dependent Nonturbulent Flows
- Identification of polynomial chaos representations in high dimension from a set of realizations
Cited In (12)
- A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields
- Finite dimensional models for random functions
- 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
- Data-driven probability concentration and sampling on manifold
- Regularized kernel PCA for the efficient parameterization of complex geological models
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
- Best estimation of functional linear 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
- Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies
- Compressed Principal Component Analysis of Non-Gaussian Vectors
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