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math.NA2024
On the Numerical Approximation of the Karhunen-Loève Expansion for Random Fields with Random Discrete Data
Michael Griebel, Guanglian Li, Christian Rieger
In many applications, random fields reflect uncertain parameters, and often their moments are part of the modeling process and thus well known. However, there are practical situati…
math.NA2024
Kernel Multi-Grid on Manifolds
Thomas Hangelbroek, Christian Rieger
Kernel methods for solving partial differential equations on surfaces have the advantage that those methods work intrinsically on the surface and yield high approximation rates if…