To Be or Not to be Intrusive? The Solution of Parametric and Stochastic Equations---Proper Generalized Decomposition
DOI10.1137/140969063zbMath1315.65056arXiv1405.0875MaRDI QIDQ5251935
Hermann G. Matthies, Anthony Nouy, Loïc Giraldi, Dishi Liu
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
algorithm; numerical example; Galerkin approximation; quasi-Newton method; low-rank approximation; proper generalized decomposition; alternating minimization algorithm; nonintrusive method; parametric stochastic equation
65K10: Numerical optimization and variational techniques
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
49J20: Existence theories for optimal control problems involving partial differential equations
