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Multiresolution Analysis for Stochastic Finite Element Problems with Wavelet-Based Karhunen-Loève Expansion

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  • Carsten Proppe

Abstract

Multiresolution analysis for problems involving random parameter fields is considered. The random field is discretized by a Karhunen-Loève expansion. The eigenfunctions involved in this representation are computed by a wavelet expansion. The wavelet expansion allows to control the spatial resolution of the problem. Fine and coarse scales are defined, and the fine scales are taken into account by projection operators. The influence of the truncation level for the wavelet expansion on the computed reliability is documented.

Suggested Citation

  • Carsten Proppe, 2012. "Multiresolution Analysis for Stochastic Finite Element Problems with Wavelet-Based Karhunen-Loève Expansion," Mathematical Problems in Engineering, Hindawi, vol. 2012, pages 1-15, June.
    • Handle: RePEc:hin:jnlmpe:215109
    DOI: 10.1155/2012/215109
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