Handle URI:
http://hdl.handle.net/10754/624061
Title:
Efficient approximation of random fields for numerical applications
Authors:
Harbrecht, Helmut; Peters, Michael; Siebenmorgen, Markus
Abstract:
We consider the rapid computation of separable expansions for the approximation of random fields. We compare approaches based on techniques from the approximation of non-local operators on the one hand and based on the pivoted Cholesky decomposition on the other hand. We provide an a-posteriori error estimate for the pivoted Cholesky decomposition in terms of the trace. Numerical examples validate and quantify the considered methods.
Conference/Event name:
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)
Issue Date:
7-Jan-2015
Type:
Poster
Appears in Collections:
Conference on Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)

Full metadata record

DC FieldValue Language
dc.contributor.authorHarbrecht, Helmuten
dc.contributor.authorPeters, Michaelen
dc.contributor.authorSiebenmorgen, Markusen
dc.date.accessioned2017-06-05T08:35:47Z-
dc.date.available2017-06-05T08:35:47Z-
dc.date.issued2015-01-07-
dc.identifier.urihttp://hdl.handle.net/10754/624061-
dc.description.abstractWe consider the rapid computation of separable expansions for the approximation of random fields. We compare approaches based on techniques from the approximation of non-local operators on the one hand and based on the pivoted Cholesky decomposition on the other hand. We provide an a-posteriori error estimate for the pivoted Cholesky decomposition in terms of the trace. Numerical examples validate and quantify the considered methods.en
dc.titleEfficient approximation of random fields for numerical applicationsen
dc.typePosteren
dc.conference.dateJanuary 6-9, 2015en
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)en
dc.conference.locationKAUSTen
dc.contributor.institutionUniversity of Baselen
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