Adaptive stochastic Galerkin FEM with hierarchical tensor representations
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Publication:2364893
DOI10.1007/S00211-016-0850-XzbMATH Open1397.65262OpenAlexW2750460732MaRDI QIDQ2364893FDOQ2364893
Authors: Martin Eigel, Max Pfeffer, Reinhold Schneider 
Publication date: 25 July 2017
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://depositonce.tu-berlin.de/handle/11303/15834
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ALSuncertainty quantificationlow-rankadaptive methodstensor representationpartial differential equations with random coefficientsstochastic finite element methodsoperator equationsreduced basis methodstensor train
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random linear operators (47B80) Numerical solutions to equations with linear operators (65J10)
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Cited In (31)
- A local hybrid surrogate-based finite element tearing interconnecting dual-primal method for nonsmooth random partial differential equations
- A sparse FFT approach for ODE with random coefficients
- Rank bounds for approximating Gaussian densities in the tensor-train format
- Low-rank tensor methods for partial differential equations
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- Block Preconditioning of Stochastic Galerkin Problems: New Two-sided Guaranteed Spectral Bounds
- An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats
- An overview on deep learning-based approximation methods for partial differential equations
- Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
- Spatio-stochastic adaptive discontinuous Galerkin methods
- Non-intrusive tensor reconstruction for high-dimensional random PDEs
- Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
- Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputs
- Interpolatory tensorial reduced order models for parametric dynamical systems
- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
- Particle number conservation and block structures in matrix product states
- Efficient Adaptive Algorithms for Elliptic PDEs with Random Data
- Tensor-Based Numerical Method for Stochastic Homogenization
- An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
- Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations
- Geometric Methods on Low-Rank Matrix and Tensor Manifolds
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
- Stability analysis of hierarchical tensor methods for time-dependent PDEs
- Multilevel tensor approximation of PDEs with random data
- Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
- Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
- Tensor approximation methods for stochastic problems
- A hybrid alternating least squares-TT-cross algorithm for parametric PDEs
- Adaptive low-rank approximations for operator equations: accuracy control and computational complexity
- A posteriori error estimation and adaptivity in stochastic Galerkin FEM for parametric elliptic PDEs: beyond the affine case
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