Markus Bachmayr (RWTH Aachen University)

Title: Multilevel representations of random fields
Abstract: We consider multilevel representations of stationary random fields on domains and of isotropic random fields on the sphere, implications for sampling such random fields, and how such representations can be utilized in the context of sparse polynomial expansions of solutions of random PDEs. Based on joint works with Albert Cohen, Ron DeVore, Ana Djurdjevac, Dinh Dung, Giovanni Migliorati, Christoph Schwab, and Igor Voulis.