Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs
From MaRDI portal
Publication:3095063
DOI10.1137/100785715zbMath1243.65009OpenAlexW2084617396MaRDI QIDQ3095063
Christoph Schwab, Boris N. Khoromskij
Publication date: 28 October 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/60282cf9b1545082233d51900841f216df794dcb
numerical resultspreconditioningfinite elementstochastic partial differential equationselliptic operatorsseparable approximationpolynomial chaosKarhunen-Loève expansionhigh-order tensorstensor-truncated iterationKronecker-product matrix approximationslow-rank representations
Computational methods for sparse matrices (65F50) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) 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) Preconditioners for iterative methods (65F08)
Related Items
Tensor product method for fast solution of optimal control problems with fractional multidimensional Laplacian in constraints ⋮ Adaptive stochastic Galerkin FEM with hierarchical tensor representations ⋮ Model order reduction based on proper generalized decomposition for the propagation of uncertainties in structural dynamics ⋮ Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format ⋮ Hierarchical Tensor Approximation of Output Quantities of Parameter-Dependent PDEs ⋮ A Least-Squares Method for Sparse Low Rank Approximation of Multivariate Functions ⋮ Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format ⋮ The Optimization Landscape for Fitting a Rank-2 Tensor with a Rank-1 Tensor ⋮ Interpolatory tensorial reduced order models for parametric dynamical systems ⋮ Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats ⋮ Variational theory and computations in stochastic plasticity ⋮ Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations ⋮ QTT-finite-element approximation for multiscale problems. I: Model problems in one dimension ⋮ Iterative methods based on soft thresholding of hierarchical tensors ⋮ FFT-based homogenisation accelerated by low-rank tensor approximations ⋮ The geometry of algorithms using hierarchical tensors ⋮ Low-rank tensor structure of linear diffusion operators in the TT and QTT formats ⋮ Tensor Approximation of Stationary Distributions of Chemical Reaction Networks ⋮ Orbit uncertainty propagation and sensitivity analysis with separated representations ⋮ A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations ⋮ Simultaneous state-time approximation of the chemical master equation using tensor product formats ⋮ Multilevel preconditioning and low-rank tensor iteration for space-time simultaneous discretizations of parabolic PDEs ⋮ A fast discrete spectral method for stochastic partial differential equations ⋮ Multilevel tensor approximation of PDEs with random data ⋮ Low-rank tensor methods for partial differential equations ⋮ Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations ⋮ Kolmogorov widths and low-rank approximations of parametric elliptic PDEs ⋮ Space and chaos‐expansion Galerkin proper orthogonal decomposition low‐order discretization of partial differential equations for uncertainty quantification ⋮ An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations ⋮ Adaptive near-optimal rank tensor approximation for high-dimensional operator equations ⋮ Quantized tensor-structured finite elements for second-order elliptic PDEs in two dimensions ⋮ Numerical solution of a class of third order tensor linear equations ⋮ Wasserstein model reduction approach for parametrized flow problems in porous media ⋮ \(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation ⋮ A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations ⋮ A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations ⋮ Model reduction method using variable-separation for stochastic saddle point problems ⋮ An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains ⋮ Proper generalized decomposition for nonlinear convex problems in tensor Banach spaces ⋮ Approximation rates for the hierarchical tensor format in periodic Sobolev spaces ⋮ HT-AWGM: a hierarchical Tucker-adaptive wavelet Galerkin method for high-dimensional elliptic problems ⋮ Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach ⋮ Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing ⋮ Non-intrusive low-rank separated approximation of high-dimensional stochastic models ⋮ Sampling-free Bayesian inversion with adaptive hierarchical tensor representations ⋮ Geometric Methods on Low-Rank Matrix and Tensor Manifolds ⋮ Matrix Oriented Reduction of Space-Time Petrov-Galerkin Variational Problems ⋮ Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations ⋮ Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations ⋮ Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients ⋮ Segmentation of stochastic images using level set propagation with uncertain speed ⋮ Preconditioned Low-rank Riemannian Optimization for Linear Systems with Tensor Product Structure ⋮ Reduced Basis Methods: From Low-Rank Matrices to Low-Rank Tensors ⋮ Algorithm 941 ⋮ Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk ⋮ Space-Time Galerkin POD with Application in Optimal Control of Semilinear Partial Differential Equations ⋮ Sparse tensor product spectral Galerkin BEM for elliptic problems with random input data on a spheroid ⋮ \(O(d \log N)\)-quantics approximation of \(N\)-\(d\) tensors in high-dimensional numerical modeling ⋮ Numerical tensor calculus ⋮ Adaptive Low-Rank Methods: Problems on Sobolev Spaces ⋮ Interpolation of Inverse Operators for Preconditioning Parameter-Dependent Equations ⋮ The Helmholtz Equation in Random Media: Well-Posedness and A Priori Bounds ⋮ Spectral Tensor-Train Decomposition ⋮ Randomized Alternating Least Squares for Canonical Tensor Decompositions: Application to A PDE With Random Data ⋮ On the error in transfinite interpolation by low-rank functions ⋮ Adjusted sparse tensor product spectral Galerkin method for solving pseudodifferential equations on the sphere with random input data ⋮ Multi-index stochastic collocation for random PDEs ⋮ A Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEs ⋮ Random field representations for stochastic elliptic boundary value problems and statistical inverse problems ⋮ Decomposition for a quaternion tensor triplet with applications ⋮ Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs ⋮ Non-intrusive tensor reconstruction for high-dimensional random PDEs ⋮ Nonlinear model reduction on metric spaces. Application to one-dimensional conservative PDEs in Wasserstein spaces ⋮ Iterative algorithms for the post-processing of high-dimensional data ⋮ A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations. ⋮ Adaptive low-rank approximations for operator equations: Accuracy control and computational complexity ⋮ On the Compressibility of Tensors ⋮ Committor functions via tensor networks ⋮ A literature survey of low-rank tensor approximation techniques ⋮ $\mathcal{H}$-Matrix Based Second Moment Analysis for Rough Random Fields and Finite Element Discretizations
This page was built for publication: Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs
