Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus. (2015) Efficient approximation of random fields for numerical applications. Numerical linear algebra with applications, Vol. 22, H. 4. pp. 596-617.
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Official URL: http://edoc.unibas.ch/dok/A6419797
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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. 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) |
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UniBasel Contributors: | Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus |
Item Type: | Article, refereed |
Article Subtype: | Research Article |
Publisher: | John Wiley |
ISSN: | 1099-1506 |
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: | 04 Sep 2015 14:31 |
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