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

DOI10.1007/s40314-017-0422-4OpenAlexW2187670230MaRDI QIDQ725812

Juarez S. Azevedo, Felipe Wisniewski, Saulo Pomponet 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 waveletsKarhunen-Loève expansionFredholm integral of second kind

Mathematics Subject Classification ID

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

Related Items (1)

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

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