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For the second moment computation, an efficient low-rank approximation of the pivoted Cholesky decomposition is proposed to compute the two-point correlation function to approximate the variance of solutions.
The aim of this paper is to compute the mean field and variance of solutions to three-dimensional Maxwell's equations with random interfaces via shape calculus and pivoted low-rank approximation.
Moreover, to achieve statistically reliable results, each algorithm was run 100 times on each problem and the best, the average, and the variance of solutions were reported in Table 5.
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This metric measures the range (distance) variance of adjacent solutions in the Pareto front.
We show how the variance of the solution can be manipulated by the boundary conditions, while keeping the mean value of the solution unaffected.
Figure 11 Variance of the solution at (pmb{t=4mbox{ h}}).
Figure 5 Variance of the solution at (pmb{t=39mbox{ s}}).
The expectation and variance of the solution are derived.
Estimates of the variance of the solution is presented both analytically and numerically.
Our aim is to show that different boundary conditions give different convergence rates of the variance of the solution.
A variety of boundary conditions are compared and both analytical and numerical estimates of the variance of the solution are presented.
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