A probabilistic reduced basis method for parameter-dependent problems

DOI10.1007/S10444-024-10114-XarXiv2304.08784MaRDI QIDQ6126536

Clémentine Prieur, Marie Billaud Friess, Arthur Macherey, Anthony Nouy

Publication date: 9 April 2024

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2304.08784

zbMATH Keywords

reduced basis methodFeynman-Kac formulaparameter-dependent partial differential equationprobabilistic greedy algorithm

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Algorithms for approximation of functions (65D15)

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