Fig. 16
From: Large scale random fields generation using localized Karhunen–Loève expansion
Minimal eigen-value of the matrix \({\mathbf {I}-\mathbf {K}\mathbf {K}^\mathrm {T}-\mathbf {K}^\mathrm {T}\mathbf {K}}\) according to the number of KLE terms and the correlation lengths for the correlation functions listed in Table 4. The step used to discretize the fields is chosen to be equal to 0.01L. White areas indicate a negative minimal eigen-value. The blue line indicates the limit. From the left to the right right: exponential, triangular, damped sine, and Gaussian correlation functions