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H-matrix accelerated second moment analysis for potentials with rough correlation

Dölz, Jürgen and Harbrecht, Helmut and Peters, Michael. (2015) H-matrix accelerated second moment analysis for potentials with rough correlation. Journal of scientific computing, Vol. 65, H. 1. pp. 387-410.

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Official URL: http://edoc.unibas.ch/dok/A6438727

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Abstract

We consider the efficient solution of partial differential equationsfor strongly elliptic operators with constant coefficients and stochastic Dirichlet data by the boundary integral equation method. The computation of the solution's two-point correlation is well understood if the two-point correlation of the Dirichlet data is known and sufficiently smooth.Unfortunately, the problem becomes much more involved in case of rough data. We will show that the concept of the H-matrix arithmetic provides a powerful tool to cope with this problem. By employing a parametric surface representation, we end up with an H-matrix arithmetic based on balanced cluster trees. This considerably simplifies the implementation and improves the performance of the H-matrix arithmetic. Numerical experiments are provided to validate and quantify the presented methods and algorithms.
Faculties and Departments:05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Computational Mathematics (Harbrecht)
UniBasel Contributors:Harbrecht, Helmut and Dölz, Jürgen and Peters, Michael
Item Type:Article, refereed
Article Subtype:Research Article
Bibsysno:Link to catalogue
Publisher:Kluwer
ISSN:0885-7474
Note:Publication type according to Uni Basel Research Database: Journal article
Language:English
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Last Modified:31 Dec 2015 10:58
Deposited On:06 Nov 2015 10:21

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