Rank adaptive tensor recovery based model reduction for partial differential equations with high-dimensional random inputs
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Abstract: This work proposes a systematic model reduction approach based on rank adaptive tensor recovery for partial differential equation (PDE) models with high-dimensional random parameters. Since the standard outputs of interest of these models are discrete solutions on given physical grids which are high-dimensional, we use kernel principal component analysis to construct stochastic collocation approximations in reduced dimensional spaces of the outputs. To address the issue of high-dimensional random inputs, we develop a new efficient rank adaptive tensor recovery approach to compute the collocation coefficients. Novel efficient initialization strategies for non-convex optimization problems involved in tensor recovery are also developed in this work. We present a general mathematical framework of our overall model reduction approach, analyze its stability, and demonstrate its efficiency with numerical experiments.
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- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
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Cited in
(4)- Bayesian model and dimension reduction for uncertainty propagation: applications in random media
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- Non-intrusive tensor reconstruction for high-dimensional random PDEs
- Non-intrusive low-rank separated approximation of high-dimensional stochastic models
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