\(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation

DOI10.1007/s10915-014-9965-3zbMath1329.65013OpenAlexW2027832430MaRDI QIDQ898437

Helmut Harbrecht, Jürgen Dölz, Michael D. Multerer

Publication date: 9 December 2015

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-014-9965-3

zbMATH Keywords

algorithmnon-local operatorsboundary integral equation methodnumerical experimentuncertainty quantificationstrongly elliptic operators\(\mathcal H\)-matrix arithmeticstochastic Dirichlet data

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Boundary element methods for boundary value problems involving PDEs (65N38)

Related Items (7)

Rapid Solution of Minimal Riesz Energy Problems ⋮ Hierarchical matrix approximation for the uncertainty quantification of potentials on random domains ⋮ BEM-based magnetic field reconstruction by ensemble Kálmán filtering ⋮ On the Best Approximation of the Hierarchical Matrix Product ⋮ A Higher Order Perturbation Approach for Electromagnetic Scattering Problems on Random Domains ⋮ Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields ⋮ $\mathcal{H}$-Matrix Based Second Moment Analysis for Rough Random Fields and Finite Element Discretizations

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