Faster computation of the Karhunen-Loève expansion using its domain independence property

DOI10.1016/j.cma.2014.10.053zbMath1425.65014OpenAlexW2001536106MaRDI QIDQ1798550

Srikara Pranesh, Debraj Ghosh

Publication date: 23 October 2018

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2014.10.053

zbMATH Keywords

numerical integrationintegral equationrandom fieldstochastic finite elementKL expansion

Mathematics Subject Classification ID

Random fields (60G60) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Random integral equations (45R05)

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