Covariance regularity and H-matrix approximation for rough random fields
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Publication:522237
DOI10.1007/S00211-016-0825-YzbMATH Open1362.65124OpenAlexW1599063302MaRDI QIDQ522237FDOQ522237
Jürgen Dölz, H. Harbrecht, Christoph Schwab
Publication date: 13 April 2017
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-016-0825-y
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linear operator equationelliptic pseudodifferential operator\(\mathcal {H}\)-matrix approximationcovariance regularityRiemannian \(n\)-manifoldrough random fields
Stationary stochastic processes (60G10) Boundary value problems on manifolds (58J32) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Boundary value problems for PDEs with pseudodifferential operators (35S15)
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Cited In (18)
- \({\mathcal{H}} \)-matrix approximability of inverses of FEM matrices for the time-harmonic Maxwell equations
- Shape uncertainty quantification of Maxwell eigenvalues and -modes with application to TESLA cavities
- Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- Helmholtz Scattering by Random Domains: First-Order Sparse Boundary Element Approximation
- $\mathcal{H}$-Matrix Based Second Moment Analysis for Rough Random Fields and Finite Element Discretizations
- Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction
- On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity
- Multilevel approximation of Gaussian random fields: Fast simulation
- Iterative algorithms for the post-processing of high-dimensional data
- Exponential meshes and \(\mathcal{H}\)-matrices
- Caccioppoli-type estimates and \(\mathcal{H}\)-matrix approximations to inverses for FEM-BEM couplings
- A fast direct solver for nonlocal operators in wavelet coordinates
- QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights
- \({\mathscr{H}} \)-matrix approximability of inverses of discretizations of the fractional Laplacian
- A Higher Order Perturbation Approach for Electromagnetic Scattering Problems on Random Domains
- On the Best Approximation of the Hierarchical Matrix Product
- Hierarchical matrix approximation for the uncertainty quantification of potentials on random domains
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