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Efficient approximation of random fields for numerical applications

Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus. (2014) Efficient approximation of random fields for numerical applications. Preprints Fachbereich Mathematik, 2014 (01).

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Abstract

This article is dedicated to the rapid computation of separable expansions for the approximation of random fields. We consider approaches based on techniques from the approximation of non-local operators on the one hand and based on the pivoted Cholesky decomposition on the other hand. Especially, we provide an a-posteriori error estimate for the pivoted Cholesky decomposition in terms of the trace norm. Numerical examples are provided to validate and quantify the presented methods.
Faculties and Departments:05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Computational Mathematics (Harbrecht)
12 Special Collections > Preprints Fachbereich Mathematik
UniBasel Contributors:Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus
Item Type:Preprint
Publisher:Universität Basel
Language:English
Last Modified:12 May 2019 22:53
Deposited On:28 Mar 2019 09:52

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