Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces
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Publication:2194337
DOI10.1016/j.jcp.2020.109511zbMath1440.65012arXiv1910.04299OpenAlexW3023022637MaRDI QIDQ2194337
Publication date: 25 August 2020
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.04299
stochastic partial differential equationuncertainty quantificationreduced order modeltime-dependent subspaces
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
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