Karhunen-Loève approximation of random fields by generalized fast multipole methods

Christoph Schwab, Radu Alexandru Todor. Karhunen-Loève approximation of random fields by generalized fast multipole methods. J. Comput. Physics, 217(1):100-122, 2006. [doi]

Authors

Christoph Schwab

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Radu Alexandru Todor

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