Multiresolution Analysis for Stochastic Finite Element Problems with Wavelet-Based Karhunen-Loève Expansion

Abstract

Multiresolution analysis for problems involving random parameter fields is considered. The random field is discretized by a Karhunen-Loève expansion. The eigenfunctions involved in this representation are computed by a wavelet expansion. The wavelet expansion allows to control the spatial resolution of the problem. Fine and coarse scales are defined, and… (More)

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Cite this paper

@inproceedings{Proppe2014MultiresolutionAF, title={Multiresolution Analysis for Stochastic Finite Element Problems with Wavelet-Based Karhunen-Loève Expansion}, author={Carsten Proppe}, year={2014} }