Sparse representations in stochastic mechanics

DOI10.1007/978-90-481-9987-7_13MaRDI QIDQ2902976zbMATH OpenOpenAlexFDO

Authors Hermann G. Matthies, Elmar Zander

Publication date 23 August 2012

Published in Computational Methods in Stochastic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-90-481-9987-7_13

zbMATH Keywords

Darcy's lawKarhunen-Loève expansionlow-rank sparse approximationmodified Gram-Schmidt procedurePetrov-Galerkin methodsingular value decompositionstationary stochastic diffusion problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Preconditioners for iterative methods (65F08) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Flows in porous media; filtration; seepage (76S05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(3)

• A posteriori error and optimal reduced basis for stochastic processes defined by a finite set of realizations
• Variational theory and computations in stochastic plasticity
• Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields

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