Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations
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Publication:2162725
DOI10.1007/s10543-021-00903-xzbMath1501.65004OpenAlexW4205534609MaRDI QIDQ2162725
Kookjin Lee, Howard C. Elman, Catherine E. Powell, Dong Eun Lee
Publication date: 9 August 2022
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-021-00903-x
matrix equationslow-rank approximationuncertainty quantificationstochastic Galerkin methodsalternating energy minimizationPDEs with random inputs
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
Uses Software
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