Karhunen-Loève expansion based on an analytical solution over a bounding box domain

AA Basmaji, MM Dannert, F Bensel, RMN Fleury… - Probabilistic …, 2023 - Elsevier
This paper explores the accuracy and the efficiency of analytical solution of Fredholm
integral equation to represent a random field on complex geometry. Because no analytical
solution is available for arbitrary domains, it is proposed to use the analytical solution on
simple bounding domains that enclose complex two-or three-dimensional geometries. It is a
simple, accurate and robust approach for discretising a random field. The effect of the size of
the bounding box on the resulting random field variance is investigated carefully and …
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