Università della Svizzera italiana

A fast direct solver for nonlocal operators in wavelet coordinates

Harbrecht, Helmut ; Multerer, Michael

In: Journal of computational physics, 2021, vol. 428, p. 15 p

In this article, we consider fast direct solvers for nonlocal operators. The pivotal idea is to combine a wavelet representation of the system matrix, yielding a quasi- sparse matrix, with the nested dissection ordering scheme. The latter drastically reduces the fill-in during the factorization of the system matrix by means of a Cholesky decomposition or an LU decomposition, respectively. This...

Consortium of Swiss Academic Libraries

Fast Update of Conditional Simulation Ensembles

Chevalier, Clément ; Emery, Xavier ; Ginsbourger, David

In: Mathematical Geosciences, 2015, vol. 47, no. 7, p. 771-789

Consortium of Swiss Academic Libraries

Representation of Gaussian fields in series with independent coefficients

Gittelson, Claude Jeffrey

In: IMA Journal of Numerical Analysis, 2012, vol. 32, no. 1, p. 294-319