2 papers
math.NA2019
On the Numerical Approximation of the Karhunen-Loève Expansion for Lognormal Random Fields
Michael Griebel, Guanglian Li
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…
math.NA2019
Wavelet-based Edge Multiscale Finite Element Method for Helmholtz problems in perforated domains
Shubin Fu, Guanglian Li, Richard Craster +1
We introduce a new efficient algorithm for Helmholtz problems in perforated domains with the design of the scheme allowing for possibly large wavenumbers. Our method is based upon…