Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces

DOI10.1016/j.jcp.2020.109511zbMath1440.65012arXiv1910.04299MaRDI QIDQ2194337

Hessam Babaee, Prerna Patil

Publication date: 25 August 2020

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

Full work available at URL: https://arxiv.org/abs/1910.04299

zbMATH Keywords

stochastic partial differential equation; uncertainty quantification; reduced order model; time-dependent subspaces

Mathematics Subject Classification ID

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

65C30: Numerical solutions to stochastic differential and integral equations

Uses Software

• Matlab
• MCTDH