Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
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Publication:358485
DOI10.1007/S11831-010-9054-1zbMATH Open1269.76079OpenAlexW2060200773MaRDI QIDQ358485FDOQ358485
Authors: A. Nouy 
Publication date: 9 August 2013
Published in: Archives of Computational Methods in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11831-010-9054-1
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Numerical solutions to stochastic differential and integral equations (65C30) Spectral methods applied to problems in fluid mechanics (76M22) Stochastic analysis applied to problems in fluid mechanics (76M35) Diffusion and convection (76R99)
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- To be or not to be intrusive? The solution of parametric and stochastic equations -- proper generalized decomposition
- A novel variable-separation method based on sparse and low rank representation for stochastic partial differential equations
- Exact PDF equations and closure approximations for advective-reactive transport
- A hybrid model reduction method for stochastic parabolic optimal control problems
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- A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs
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