To Be or Not to be Intrusive? The Solution of Parametric and Stochastic Equations---Proper Generalized Decomposition

DOI10.1137/140969063zbMath1315.65056arXiv1405.0875OpenAlexW2044970181MaRDI QIDQ5251935

Hermann G. Matthies, Anthony Nouy, Dishi Liu, Loïc Giraldi

Publication date: 21 May 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0875

zbMATH Keywords

algorithmnumerical exampleGalerkin approximationquasi-Newton methodlow-rank approximationproper generalized decompositionalternating minimization algorithmnonintrusive methodparametric stochastic equation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Existence theories for optimal control problems involving partial differential equations (49J20)

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