A tensor approximation method based on ideal minimal residual formulations for the solution of high-dimensional problems

DOI10.1051/m2an/2014019zbMath1305.65011arXiv1304.6126OpenAlexW1965727018MaRDI QIDQ2936552

Anthony Nouy, Olivier Zahm, M. Billaud-Friess

Publication date: 17 December 2014

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6126

zbMATH Keywords

algorithm convergence Galerkin method tensor product space numerical examples stochastic partial differential equation nonlinear approximation minimal residual low-rank approximation proper generalized decomposition high-dimensional problems

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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