Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs

DOI10.1137/100785715zbMath1243.65009OpenAlexW2084617396MaRDI QIDQ3095063

Christoph Schwab, Boris N. Khoromskij

Publication date: 28 October 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/60282cf9b1545082233d51900841f216df794dcb

zbMATH Keywords

numerical resultspreconditioningfinite elementstochastic partial differential equationselliptic operatorsseparable approximationpolynomial chaosKarhunen-Loève expansionhigh-order tensorstensor-truncated iterationKronecker-product matrix approximationslow-rank representations

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Preconditioners for iterative methods (65F08)

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