Large scale random fields generation using localized Karhunen–Loève expansion

Abstract In this paper the generation of random fields when the domain is much larger than the characteristic correlation length is made using an adaptation of the Karhunen–Loève expansion (KLE). The KLE requires the computation of the eigen-functions and the eigen-values of the covariance operator...

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Bibliographic Details
Main Authors: Alfonso M. Panunzio, Régis Cottereau, Guillaume Puel
Format: Article
Language:English
Published: SpringerOpen 2018-08-01
Series:Advanced Modeling and Simulation in Engineering Sciences
Subjects:
Online Access:http://link.springer.com/article/10.1186/s40323-018-0114-7