Multilevel representations of random fields

Markus Bachmayr (U Mainz)

May 12. 2022, 10:30 — 11:20

We consider multilevel representations of stationary random fields on domains and of isotropic random fields on the sphere, implications for sampling such random fields, and how such representations can be utilized in the context of sparse polynomial expansions of solutions of random PDEs.

 

Further Information
Venue:
ESI Boltzmann Lecture Hall
Associated Event:
Computational Uncertainty Quantification: Mathematical Foundations, Methodology & Data (Thematic Programme)
Organizer(s):
Clemens Heitzinger (TU Vienna)
Fabio Nobile (EPFL Lausanne)
Robert Scheichl (U Heidelberg)
Christoph Schwab (ETH Zürich)
Sara van de Geer (ETH Zürich)
Karen Willcox (U of Texas, Austin)