Non-intrusive low-rank separated approximation of high-dimensional stochastic models

DOI10.1016/j.cma.2013.04.003zbMath1286.65014arXiv1210.1532MaRDI QIDQ2449955

Alireza Doostan, AbdoulAhad Validi, Gianluca Iaccarino

Publication date: 13 May 2014

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.1532

zbMATH Keywords

low-rank approximation; uncertainty quantification; separated representation; curse-of-dimensionality; non-intrusive; hydrogen oxidation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

74S60: Stochastic and other probabilistic methods applied to problems in solid mechanics

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Uses Software

• Regularization tools
• UTV

Cites Work

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