The tensor-train stochastic finite volume method for uncertainty quantification

DOI10.1016/J.JCP.2025.114192MaRDI QIDQ6934983zbMATH OpenFDO

Authors Steven Walton, Svetlana Tokareva, Gianmarco Manzini

Publication date 3 September 2025

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2025.114192

zbMATH Keywords

conservation lawsdiscontinuous solutionshyperbolic systemslow-rank approximationshocksstochastic finite volume methodtensor-train decompositionuncertainty quantification

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Hyperbolic conservation laws (35L65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cited in

(2)

• High-dimensional stochastic finite volumes using the tensor train format
• A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

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