Gaussian random fields are popular models for spatially varying uncertainties, arising for instance in geotechnical engineering, hydrology or image processing. A Gaussian random field is fully characterised by its mean function and covariance operator. In more complex models these can also be partially unknown. In this case we need to handle a family of Gaussian random fields indexed with hyperparameters. Sampling for a fixed configuration of hyperparameters is already very expensive due to the nonlocal nature of many classical covariance operators. Sampling from multiple configurations increases the total computational cost severely. In this report we employ parameterised Karhunen-Loève expansions for sampling. To reduce the cost we construct a reduced basis surrogate built from snapshots of Karhunen-Loève eigenvectors. In particular, we consider Matérn-type covariance operators with unknown correlation length and standard deviation. We suggest a linearisation of the covariance function and describe the associated online-offline decomposition. In numerical experiments we investigate the approximation error of the reduced eigenpairs. As an application we consider forward uncertainty propagation and Bayesian inversion with an elliptic partial differential equation where the logarithm of the diffusion coefficient is a parameterised Gaussian random field. In the Bayesian inverse problem we employ Markov chain Monte Carlo on the reduced space to generate samples from the posterior measure. All numerical experiments are conducted in 2D physical space, with non-separable covariance operators, and finite element grids with ∼ 10 4 degrees of freedom.
We present a novel approach for solving the correspondence problem between a given pair of input shapes with non‐rigid, nearly isometric pose difference. Our method alternates between calculating a deformation field and a sparse correspondence. The deformation field is constructed with a low rank Fourier basis which allows for a compact representation. Furthermore, we restrict the deformation fields to be divergence‐free which makes our morphings volume preserving. This can be used to extract a correspondence between the inputs by deforming one of them along the deformation field using a second order Runge‐Kutta method and resulting in an alignment of the inputs. The advantages of using our basis are that there is no need to discretize the embedding space and the deformation is volume preserving. The optimization of the deformation field is done efficiently using only a subsampling of the orginal shapes but the correspondence can be extracted for any mesh resolution with close to linear increase in runtime. We show 3D correspondence results on several known data sets and examples of natural intermediate shape sequences that appear as a by‐product of our method.
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