Tensor approximation methods for stochastic problems

zbMATH Open1300.60014MaRDI QIDQ4922221FDOQ4922221

Authors: Elmar Zander 

Publication date: 29 May 2013

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Mathematics Subject Classification ID

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)

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 \(R_0\) 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
• A low-rank isogeometric solver based on Tucker tensors
• Tensor-Based Numerical Method for Stochastic Homogenization
• \(O(d \log N)\)-quantics approximation of \(N\)-\(d\) tensors in high-dimensional numerical modeling
• 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
• Title not available (Why is that?)
• 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

Uses Software

• N-way Toolbox

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