Computation of the Response Surface in the Tensor Train data format
From MaRDI portal
Publication:6252251
arXiv1406.2816MaRDI QIDQ6252251
Alexander Litvinenko, Hermann G. Matthies, Sergey V. Dolgov, Boris N. Khoromskij
Publication date: 11 June 2014
65F10: Iterative numerical methods for linear systems
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
15A69: Multilinear algebra, tensor calculus