A Galerkin method with two-dimensional Haar basis functions for the computation of the Karhunen-Loève expansion

DOI10.1007/S40314-017-0422-4MaRDI QIDQ725812zbMATH OpenOpenAlexFDO

Authors Juarez S. Azevedo, Felipe Wisniewski, Saulo P. Oliveira

Publication date 2 August 2018

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-017-0422-4

zbMATH Keywords

Haar waveletsFredholm integral of second kindKarhunen-Loève expansion

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Numerical methods for integral equations (65R20) PDEs with randomness, stochastic partial differential equations (35R60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited in

(1)

• Tensor train-Karhunen-Loève expansion: new theoretical and algorithmic frameworks for representing general non-Gaussian random fields

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