Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
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- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 1250672 (Why is no real title available?)
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Cited in
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- Reduced-order modeling via proper generalized decomposition for uncertainty quantification of frequency response functions
- A proper generalized decomposition based Padé approximant for stochastic frequency response analysis
- Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations
- Applying functional principal components to structural topology optimization
- Learning ``best kernels from data in Gaussian process regression. With application to aerodynamics
- Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
- Greedy low-rank algorithm for spatial connectome regression
- The optimization landscape for fitting a rank-2 tensor with a rank-1 tensor
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
- An adaptive method based on local dynamic mode decomposition for parametric dynamical systems
- A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs
- Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
- At the crossroads of simulation and data analytics
- Space and chaos‐expansion Galerkin proper orthogonal decomposition low‐order discretization of partial differential equations for uncertainty quantification
- A weak-intrusive stochastic finite element method for stochastic structural dynamics analysis
- Approximation of constrained problems using the PGD method with application to pure Neumann problems
- Stochastic domain decomposition based on variable-separation method
- Stochastic Chebyshev-Picard iteration method for nonlinear differential equations with random inputs
- Orbit uncertainty propagation and sensitivity analysis with separated representations
- Tensor-based methods for numerical homogenization from high-resolution images
- Space-time proper generalized decompositions for the resolution of transient elastodynamic models
- Model order reduction based on proper generalized decomposition for the propagation of uncertainties in structural dynamics
- A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
- To be or not to be intrusive? The solution of parametric and stochastic equations -- proper generalized decomposition
- A tensor optimization algorithm for Bézier shape deformation
- Optimization via separated representations and the canonical tensor decomposition
- Randomized alternating least squares for canonical tensor decompositions: application to a PDE with random data
- Truncated low-rank methods for solving general linear matrix equations.
- Structural stochastic responses determination via a sample-based stochastic finite element method
- Reduced chaos expansions with random coefficients in reduced-dimensional stochastic modeling of coupled problems
- A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations.
- New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- PLS-based adaptation for efficient PCE representation in high dimensions
- On minimal subspaces in tensor representations
- Uncertainty propagation in orbital mechanics via tensor decomposition
- Local equilibration error estimators for guaranteed error control in adaptive stochastic higher-order Galerkin finite element methods
- A least-squares approximation of partial differential equations with high-dimensional random inputs
- Nested polynomial trends for the improvement of Gaussian process-based predictors
- Exact PDF equations and closure approximations for advective-reactive transport
- Dynamical Model Reduction Method for Solving Parameter-Dependent Dynamical Systems
- Application of the generalized multiscale finite element method in parameter-dependent PDE simulations with a variable-separation technique
- Fictitious domain method and separated representations for the solution of boundary value problems on uncertain parameterized domains
- Stochastic modeling and identification of an uncertain computational dynamical model with random fields properties and model uncertainties
- A literature survey of low-rank tensor approximation techniques
- A novel variable-separation method based on sparse and low rank representation for stochastic partial differential equations
- A fully symmetric nonlinear biorthogonal decomposition theory for random fields
- A least-squares method for sparse low rank approximation of multivariate functions
- Proper generalized decomposition for nonlinear convex problems in tensor Banach spaces
- A hybrid model reduction method for stochastic parabolic optimal control problems
- Universal machine learning for topology optimization
- Reduced basis methods for uncertainty quantification
- Galerkin reduced-order modeling scheme for time-dependent randomly parametrized linear partial differential equations
- A low-rank approximated multiscale method for PDEs with random coefficients
- Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices
- Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach
- Low-rank solution to an optimization problem constrained by the Navier-Stokes equations
- A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables
- Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
- An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
- Polynomial meta-models with canonical low-rank approximations: numerical insights and comparison to sparse polynomial chaos expansions
- Numerical methods for high-dimensional probability density function equations
- A computable evolution equation for the joint response-excitation probability density function of stochastic dynamical systems
- A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods
- Surrogate modeling of high-dimensional problems via data-driven polynomial chaos expansions and sparse partial least square
- Streamline upwind/Petrov-Galerkin-based stabilization of proper generalized decompositions for high-dimensional advection-diffusion equations
- eXtended stochastic finite element method for the numerical simulation of heterogeneous materials with random material interfaces
- On the space separated representation when addressing the solution of PDE in complex domains
- Recent advances and new challenges in the use of the proper generalized decomposition for solving multidimensional models
- Efficient uncertainty quantification in stochastic finite element analysis based on functional principal components
- Computational reduction for parametrized PDEs: strategies and applications
- Spectral tensor-train decomposition
- Generalized spectral decomposition for stochastic nonlinear problems
- Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
- A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
- Non-intrusive low-rank separated approximation of high-dimensional stochastic models
- PGD-based \textit{computational vademecum} for efficient design, optimization and control
- Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
- Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
- Analysis of parametric models. Linear methods and approximations
- A proper generalized decomposition for the solution of elliptic problems in abstract form by using a functional Eckart-Young approach
- Model reduction method using variable-separation for stochastic saddle point problems
- A priori model reduction through proper generalized decomposition for solving time-dependent partial differential equations
- Ideal minimal residual-based proper generalized decomposition for non-symmetric multi-field models -- application to transient elastodynamics in space-time domain
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