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Document type:
Zeitschriftenaufsatz 
Author(s):
Betz, W. ; Papaioannou, I. ; Straub, D. 
Title:
Numerical methods for the discretization of random fields by means of the Karhunen–Loève expansion 
Abstract:
The computational efficiency of random field representations with the Karhunen–Loève (KL) expansion relies on the solution of a Fredholm integral eigenvalue problem. This contribution compares different methods that solve this problem. Focus is put on methods that apply to arbitrary shaped domains and arbitrary autocovariance functions. These include the Nyström method as well as collocation and Galerkin projection methods. Among the Galerkin methods, we investigate the finite element method (FE...    »
 
Keywords:
Random field discretization; Karhunen–Loève expansion; Nyström method; Collocation method; Galerkin method; Finite cell method 
Journal title:
Computer Methods in Applied Mechanics and Engineering 
Year:
2014 
Year / month:
2014-04 
Month:
Apr 
Journal issue:
271 
Pages contribution:
109-129 
Reviewed:
ja 
Language:
en 
Publisher:
Elsevier 
TUM Institution:
FG Risikoanalyse und Zuverlässigkeit