Parametric and Uncertainty Computations with Tensor Product Representations

DOI10.1007/978-3-642-32677-6_9zbMath1256.65004OpenAlexW2145545821WikidataQ57524797 ScholiaQ57524797MaRDI QIDQ3144132

Elmar Zander, Oliver Pajonk, Bojana V. Rosić, Hermann G. Matthies, Alexander Litvinenko

Publication date: 7 December 2012

Published in: IFIP Advances in Information and Communication Technology (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01518676/file/978-3-642-32677-6_9_Chapter.pdf

zbMATH Keywords

uncertainty quantificationKarhunen-Loève expansionBayesian updatingparametric problemslow-rank tensor approximation

Mathematics Subject Classification ID

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)

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