Karhunen-Loève expansion revisited for vector-valued random fields: scaling, errors and optimal basis.
From MaRDI portal
Publication:401581
DOI10.1016/J.JCP.2013.02.036zbMATH Open1329.60142OpenAlexW1984478718MaRDI QIDQ401581FDOQ401581
G. Perrin, D. Duhamel, C. Soize, 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
Recommendations
- Simulation of multi-dimensional random fields by Karhunen-Loève expansion
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- On the Optimality of the Discrete Karhunen--Loève Expansion
- scientific article; zbMATH DE number 3854105
- Faster computation of the Karhunen-Loève expansion using its domain independence property
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
- Proper orthogonal decomposition for reduced basis feedback controllers for parabolic equations
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- An efficient, high-order perturbation approach for flow in random porous media via Karhunen-Loève and polynomial expansions.
- A priori reduction method for solving the two-dimensional Burgers' equations
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Generalized spectral decomposition for stochastic nonlinear problems
- Polynomial chaos representation of spatio-temporal random fields from experimental measurements
- Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes
- Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
- Finite elements for stochastic media problems
- Generalized probabilistic approach of uncertainties in computational dynamics using random matrices and polynomial chaos decompositions
- 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
This page was built for publication: Karhunen-Loève expansion revisited for vector-valued random fields: scaling, errors and optimal basis.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q401581)
