Tensor approximation methods for stochastic problems
From MaRDI portal
Publication:4922221
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Recommendations
- Sparse tensor discretization of elliptic SPDEs
- Solving stochastic systems with low-rank tensor compression
- Convergence rates of sparse tensor GPC FEM for elliptic sPDEs
- Tensor-structured Galerkin approximation of parametric and stochastic elliptic PDEs
- Adaptive stochastic Galerkin FEM with hierarchical tensor representations
Cited in
(21)- Convergence rates of multilevel and sparse tensor approximations for a random elliptic PDE
- Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
- Tensor train approximation of moment equations for elliptic equations with lognormal coefficient
- Low-rank tensor methods for Markov chains with applications to tumor progression models
- Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
- Krylov-Aware Stochastic Trace Estimation
- Solving stochastic systems with low-rank tensor compression
- Stochastic R₀ tensors to stochastic tensor complementarity problems
- Approximation of Spatio-Temporal Random Processes Using Tensor Decomposition
- Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- \(O(d \log N)\)-quantics approximation of \(N\)-\(d\) tensors in high-dimensional numerical modeling
- A low-rank isogeometric solver based on Tucker tensors
- Tensor-Based Numerical Method for Stochastic Homogenization
- Variational theory and computations in stochastic plasticity
- On the extreme points of slice-stochastic tensors
- Sampling and low-rank tensor approximation of the response surface
- scientific article; zbMATH DE number 7523387 (Why is no real title available?)
- A preconditioned low-rank projection method with a rank-reduction scheme for stochastic partial differential equations
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- A note on tensor chain approximation
This page was built for publication: Tensor approximation methods for stochastic problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4922221)