Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
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Publication:5237181
DOI10.1137/18M1215700MaRDI QIDQ5237181FDOQ5237181
Authors: Ustim Khristenko, Piotr Swierczynski, Laura Scarabosio, Elisabeth Ullmann, B. Wohlmuth 
Publication date: 17 October 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.07570
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Monte Carlo methods (65C05) Random fields (60G60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Boundary value problems for nonlinear first-order PDEs (35F30)
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Cited In (26)
- Analysis of boundary effects on PDE-based sampling of Whittle-Mat\'ern random fields
- Mitigating the influence of the boundary on PDE-based covariance operators
- An additive approximation to multiplicative noise
- Joint estimation of Robin coefficient and domain boundary for the Poisson problem
- A Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue Analysis
- Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
- Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- A Bayesian approach for consistent reconstruction of inclusions
- Stochastic modeling and identification of material parameters on structures produced by additive manufacturing
- The Matérn model: a journey through statistics, numerical analysis and machine learning
- Microstructurally-informed stochastic inhomogeneity of material properties and material symmetries in 3D-printed 316 L stainless steel
- Strong convergence analysis of iterative solvers for random operator equations
- Finite elements for Matérn-type random fields: uncertainty in computational mechanics and design optimization
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- Stochastic analysis of geometrically imperfect thin cylindrical shells using topology-aware uncertainty models
- Stochastic modeling of geometrical uncertainties on complex domains, with application to additive manufacturing and brain interface geometries
- Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
- Multilevel hierarchical decomposition of finite element white noise with application to multilevel Markov chain Monte Carlo
- Graph-based prior and forward models for inverse problems on manifolds with boundaries
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- Spatially-dependent material uncertainties in anisotropic nonlinear elasticity: stochastic modeling, identification, and propagation
- Covariance–Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference
- Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems
- A fractional PDE model for turbulent velocity fields near solid walls
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