Model reduction method using variable-separation for stochastic saddle point problems
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Publication:1700715
DOI10.1016/j.jcp.2017.10.056zbMath1380.35170MaRDI QIDQ1700715
Publication date: 22 February 2018
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2017.10.056
penalty method; sparse low rank tensor approximation; stochastic saddle point problems; variable-separation method
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
65N85: Fictitious domain methods for boundary value problems involving PDEs