On the equivalence of dynamically orthogonal and bi-orthogonal methods: Theory and numerical simulations
The Karhunen-Lòeve (KL) decomposition provides a low-dimensional representation for random fields as it is optimal in the mean square sense. Although for many stochastic systems of practical interest, described by stochastic partial differential equations (SPDEs), solutions possess this low-dimensi...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Elsevier,
2016-08-08T19:43:06Z.
|
| Subjects: | |
| Online Access: | Get fulltext |