Institut für Numerische Simulation (INS): Browsing Institut für Numerische Simulation (INS) by Subject "eigenvalue decay"
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On the decay rate of the singular values of bivariate functions
Griebel, Michael; Li, Guanglian (2017-11)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>)), ... -
On the numerical approximation of the Karhunen-Loève expansion for lognormal random fields
Michael Griebel; Guanglian Li (2019-07)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 ... -
On the numerical approximation of the Karhunen-Loève expansion for random fields with random discrete data
Griebel, Michael; Li, Guanglian; Rieger, Christian (2021-12)Many physical and mathematical models involve random fields in their input data. Examples are ordinary differential equations, partial differential equations and integro–differential equations with uncertainties in the ...