Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Firedrake backend: Spatial white noise sampling #575

Merged
merged 3 commits into from
Jun 4, 2024

Conversation

jrmaddison
Copy link
Collaborator

@jrmaddison jrmaddison commented Jun 4, 2024

Uses the preconditioned form

$$X = \Xi^{-T} \sqrt{ \Xi^T M \Xi } Z,$$

where

  • $Z$ has elements which are independent standard Gaussian.
  • $M$ is the mass matrix.
  • $\Xi$ is an approximation for the inverse of the mass matrix square root.
  • The matrix square root is computed using SLEPc.

When preconditioning is enabled $\Xi$ is set equal to the (principal) square root of the diagonal of $M$.

@jrmaddison jrmaddison merged commit bc89846 into main Jun 4, 2024
4 checks passed
@jrmaddison jrmaddison deleted the jrmaddison/white_noise branch June 4, 2024 09:16
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant