In this work, we establish a new truncation error estimate of the singular value decomposition (SVD) for a class of Sobolev smooth bivariate functions <em>κ</em> ∈ <em>L<sup>2</sup></em>(Ω, <em>H<sup>s</sup></em>(<em>D</em>)), ...
The Karhunen-Loève (KL) expansion is a popular method for approximating random fields by transforming an infinite-dimensional stochastic domain into a finite-dimensional parameter space. Its numerical approximation is of ...