An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
DOI10.1137/19M1246080zbMath1447.65137arXiv1902.07753OpenAlexW3080922984MaRDI QIDQ5119643
Martin Eigel, Manuel Marschall, Michael D. Multerer
Publication date: 31 August 2020
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.07753
adaptive methodsuncertainty quantificationlow-rankpartial differential equations with random coefficientsrandom domaintensor train
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical solutions to equations with linear operators (65J10) PDEs with randomness, stochastic partial differential equations (35R60) Random linear operators (47B80) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)
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