Parametric and Uncertainty Computations with Tensor Product Representations

DOI10.1007/978-3-642-32677-6_9zbMath1256.65004WikidataQ57524797 ScholiaQ57524797MaRDI QIDQ3144132

Elmar Zander, Oliver Pajonk, Bojana V. Rosić, Hermann G. Matthies, Alexander Litvinenko

Publication date: 7 December 2012

Published in: IFIP Advances in Information and Communication Technology (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01518676/file/978-3-642-32677-6_9_Chapter.pdf

zbMATH Keywords

uncertainty quantification; Karhunen-Loève expansion; Bayesian updating; parametric problems; low-rank tensor approximation

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

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

65C30: Numerical solutions to stochastic differential and integral equations

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