Low-rank solution of unsteady diffusion equations with stochastic coefficients
DOI10.1137/130937251zbMATH Open1325.65016OpenAlexW1889120202MaRDI QIDQ2945170FDOQ2945170
Authors: P. Benner, Akwum Onwunta, Martin Stoll 
Publication date: 9 September 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/db96f85eec0eba2857e9b1a331c81b00697cdbf8
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Cited In (27)
- Lattice Boltzmann method for stochastic convection-diffusion equations
- Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data
- Low-rank solutions to the stochastic Helmholtz equation
- Low-rank solution methods for stochastic eigenvalue problems
- Equation-Free, Multiscale Computation for Unsteady Random Diffusion
- A low-rank solver for the stochastic unsteady Navier-Stokes problem
- Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements
- Block-diagonal preconditioning for spectral stochastic finite-element systems
- Interpolatory tensorial reduced order models for parametric dynamical systems
- A rapid and efficient isogeometric design space exploration framework with application to structural mechanics
- A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems
- Block-diagonal preconditioning for optimal control problems constrained by PDEs with uncertain inputs
- Space and chaos‐expansion Galerkin proper orthogonal decomposition low‐order discretization of partial differential equations for uncertainty quantification
- A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem
- A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations
- A low-rank solver for the Navier-Stokes equations with uncertain viscosity
- Solving differential Riccati equations: a nonlinear space-time method using tensor trains
- A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations.
- On the convergence of Krylov methods with low-rank truncations
- Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
- Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients
- Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations
- A computational study of preconditioning techniques for the stochastic diffusion equation with lognormal coefficient
- An efficient reduced basis solver for stochastic Galerkin matrix equations
- A preconditioned low-rank projection method with a rank-reduction scheme for stochastic partial differential equations
- Inexact methods for symmetric stochastic eigenvalue problems
- A multigrid solver for two-dimensional stochastic diffusion equations.
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