Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
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collocationconvergencegeneralized polynomial chaosmulti-level Monte Carlostocastic PDEsstochastic Galerkin
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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- Multilevel tensor approximation of PDEs with random data
- Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs
- \(\varepsilon\)-dimension in infinite dimensional hyperbolic cross approximation and application to parametric elliptic PDEs
- Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputs
- Analyticity, regularity, and generalized polynomial chaos approximation of stochastic, parametric parabolic two-scale partial differential equations
- A shape calculus based method for a transmission problem with a random interface
- A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion
- Sparse tensor product spectral Galerkin BEM for elliptic problems with random input data on a spheroid
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- Tracking and blind deconvolution of blood alcohol concentration from transdermal alcohol biosensor data: a population model-based LQG approach in Hilbert space
- Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
- Logarithmic gradient transformation and chaos expansion of Itô processes
- Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations
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- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- Symplectic dynamical low rank approximation of wave equations with random parameters
- Data assimilation for models with parametric uncertainty
- Accelerated basis adaptation in homogeneous chaos spaces
- Optimality of adaptive Galerkin methods for random parabolic partial differential equations
- Estimating the distribution of random parameters in a diffusion equation forward model for a transdermal alcohol biosensor
- Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
- Adjusted sparse tensor product spectral Galerkin method for solving pseudodifferential equations on the sphere with random input data
- Tensor train approximation of moment equations for elliptic equations with lognormal coefficient
- Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions
- Data-driven compressive sensing and applications in uncertainty quantification
- Efficient stochastic Galerkin methods for Maxwell's equations with random inputs
- Non-intrusive tensor reconstruction for high-dimensional random PDEs
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems
- Stable splittings of Hilbert spaces of functions of infinitely many variables
- Adaptive stochastic Galerkin FEM with hierarchical tensor representations
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- Sparse tensor Galerkin discretization of parametric and random parabolic PDEs---analytic regularity and generalized polynomial chaos approximation
- QMC Galerkin discretization of parametric operator equations
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- The geometry of algorithms using hierarchical tensors
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- Detecting stochastic inclusions in electrical impedance tomography
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- Parameter-robust stochastic Galerkin mixed approximation for linear poroelasticity with uncertain inputs
- Linear parabolic problems in random moving domains
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients
- An adaptive stochastic Galerkin method based on multilevel expansions of random fields: convergence and optimality
- Tensor-Based Numerical Method for Stochastic Homogenization
- Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Convergence rates of high dimensional Smolyak quadrature
- Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs
- An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
- A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty
- Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
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