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math.NA2017
Scalable hierarchical PDE sampler for generating spatially correlated random fields using non-matching meshes
Sarah Osborn, Patrick Zulian, Thomas Benson +3
This work describes a domain embedding technique between two non-matching meshes used for generating realizations of spatially correlated random fields with applications to large-s…
math.NA2017
A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields
Sarah Osborn, Panayot Vassilevski, Umberto Villa
We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A clas…