Adaptive stochastic Galerkin FEM with hierarchical tensor representations

DOI10.1007/s00211-016-0850-xzbMath1397.65262OpenAlexW2750460732MaRDI QIDQ2364893

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

zbMATH Keywords

ALSadaptive methodsoperator equationsuncertainty quantificationreduced basis methodstensor representationlow-rankpartial differential equations with random coefficientsstochastic finite element methodstensor train

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical solutions to equations with linear operators (65J10) PDEs with randomness, stochastic partial differential equations (35R60) Random linear operators (47B80) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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Uses Software

• FEniCS
• ALEA
• TT Toolbox
• TTPY
• GitHub

Cites Work

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