59 citations · 190 across the 27 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2015★ 20 cited
A brief note on the Karhunen-Loève expansion
Alen Alexanderian
We provide a detailed derivation of the Karhunen-Loève expansion of a stochastic process. We also discuss briefly Gaussian processes, and provide a simple numerical study for the p…
math.PR2014★ 2 cited
A Primer on Homogenization of Elliptic PDEs with Stationary and Ergodic Random Coefficient Functions
Alen Alexanderian
We study the problem of characterizing the effective (homogenized) properties of materials whose diffusive properties are modeled with random fields. Focusing on elliptic PDEs with…