2018
DOI: 10.1186/s40323-018-0114-7
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Large scale random fields generation using localized Karhunen–Loève expansion

Abstract: In this paper the generation of random fields when the domain is much larger than the characteristic correlation length is made using an adaptation of the Karhunen-Loève expansion (KLE). The KLE requires the computation of the eigen-functions and the eigen-values of the covariance operator for its modal representation. This step can be very expensive if the domain is much larger than the correlation length. To deal with this issue, the domain is split in sub-domains where this modal decomposition can be comfor… Show more

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Cited by 15 publications
(12 citation statements)
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References 50 publications
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“…representing the convolution kernel in local coordinates, or graph NNs [112]. The scaling of random field generation to large domains was addressed in [76,77]. However, practical limitations could again be the computational budget for data generation, i.e.…”
Section: Discussionmentioning
confidence: 99%
“…representing the convolution kernel in local coordinates, or graph NNs [112]. The scaling of random field generation to large domains was addressed in [76,77]. However, practical limitations could again be the computational budget for data generation, i.e.…”
Section: Discussionmentioning
confidence: 99%
“…Those spatial heterogeneities are often modeled by random fields generated either by a Karhunen-Loève expansion (e.g., Karhunen 1947;Loève 1968) or by a power spectral density function (e.g., Pardo-Iguzquiza & Chica-Olmo 1993). Such random fields are not considered in our study because solving the Karhunen-Loève expansion modal decomposition when the domain is much larger than the correlation length (which is our case) represents a computational issue that can quickly become unaffordable (e.g., Panunzio et al 2018). In addition, considering a large number of Karhunen-Loève modes as uncertain parameters would compromise the feasability of a GSA.…”
Section: O R I Gmentioning
confidence: 99%
“…A first numerical model is therefore selected to try and understand the implications of truncating the computa- Table 1), with correlation length c = 100 m. Realizations of the fluctuating constitutive tensor C 1 can be obtained using various schemes [45], and a classical spectral representation approach was chosen in this work [46]. In that technique, the realizations of the random fields are generated in the spectral domain, as sums of cosine functions with increasing frequency and random phases, and with an amplitude controlled by the power spectral density.…”
Section: Choice Of An Initial Numerical Modelmentioning
confidence: 99%