Model reduction method using variable-separation for stochastic saddle point problems

DOI10.1016/j.jcp.2017.10.056zbMath1380.35170MaRDI QIDQ1700715

Lijian Jiang, Qiuqi Li

Publication date: 22 February 2018

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2017.10.056

zbMATH Keywords

penalty method; sparse low rank tensor approximation; stochastic saddle point problems; variable-separation method

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65N85: Fictitious domain methods for boundary value problems involving PDEs