Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
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Publication:3452537
DOI10.1137/140972536zbMath1329.65271arXiv1503.03210OpenAlexW1939142429WikidataQ57524769 ScholiaQ57524769MaRDI QIDQ3452537
Boris N. Khoromskij, Hermann G. Matthies, Alexander Litvinenko, Sergey V. Dolgov
Publication date: 12 November 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.03210
uncertainty quantificationadaptive cross approximationpolynomial chaos expansionKarhunen-Loève expansiontensor train formatstochastic Galerkintensor product methodsblock cross
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Flows in porous media; filtration; seepage (76S05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite element methods applied to problems in fluid mechanics (76M10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Multilinear algebra, tensor calculus (15A69)
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Uses Software
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