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

DOI10.1016/j.cma.2020.113121zbMath1442.60057arXiv1907.06304OpenAlexW2960890929MaRDI QIDQ2186882

Yanyan Li

Publication date: 10 June 2020

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

Full work available at URL: https://arxiv.org/abs/1907.06304

zbMATH Keywords

random fieldshigher-order cumulantstensor train decompositiongeneralized Karhunen-Loève expansionisogeometric transformation

Mathematics Subject Classification ID

Random fields (60G60) Factor analysis and principal components; correspondence analysis (62H25) Computational methods for problems pertaining to probability theory (60-08)

Uses Software

• Chebfun
• GeoPDEs
• Chebfun2

Cites Work

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