First order second moment analysis for stochastic interface problems based on low-rank approximation (Q5397526)
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scientific article; zbMATH DE number 6260876
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English | First order second moment analysis for stochastic interface problems based on low-rank approximation |
scientific article; zbMATH DE number 6260876 |
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First order second moment analysis for stochastic interface problems based on low-rank approximation (English)
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24 February 2014
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perturbation approach
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low-rank approximation
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pivoted Cholesky decomposition
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stochastic elliptic interface problem
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error estimates
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Monte Carlo method
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