Non-intrusive tensor reconstruction for high-dimensional random PDEs

DOI10.1515/CMAM-2018-0028zbMath1419.35259OpenAlexW2884465099WikidataQ114053156 ScholiaQ114053156MaRDI QIDQ2324350

Martin Eigel, Johannes Neumann, Sebastian Wolf, Reinhold Schneider

Publication date: 11 September 2019

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/cmam-2018-0028

zbMATH Keywords

uncertainty quantificationtensor representationlow-rankpartial differential equations with random coefficientstensor trainnon-intrusivetensor reconstruction

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical solutions to equations with linear operators (65J10) PDEs with randomness, stochastic partial differential equations (35R60) Random linear operators (47B80) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Related Items (7)

Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion ⋮ Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs ⋮ An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains ⋮ Neural network-based variational methods for solving quadratic porous medium equations in high dimensions ⋮ Two-Level a Posteriori Error Estimation for Adaptive Multilevel Stochastic Galerkin Finite Element Method ⋮ Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations ⋮ Editorial. Tensor numerical methods: actual theory and recent applications

Uses Software

• ALEA
• xerus

Cites Work

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