A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations (Q4597616)

scientific article; zbMATH DE number 6818301

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English	A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations	scientific article; zbMATH DE number 6818301

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instance of

scholarly article

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title

A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations (English)

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SIAM Journal on Scientific Computing

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publication date

13 December 2017

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full work available at URL

https://arxiv.org/abs/1611.04093

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zbMATH Keywords

novel variable-separation

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sparse regularization

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improved least angle regression algorithm

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hierarchical sparse low rank tensor approximation

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numerical exanples

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MaRDI profile type

MaRDI publication profile

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cites work

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<i>A priori</i>convergence of the Greedy algorithm for the parametrized reduced basis method

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Numerical methods for high-dimensional probability density function equations

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Sparse grid collocation schemes for stochastic natural convection problems

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Ingredients for a general purpose stochastic finite elements implementation

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A literature survey of low-rank tensor approximation techniques

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Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs

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Über die beste Annäherung von Funktionen einer gegebenen Funktionenklasse

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Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

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Dual-based a posteriori error estimate for stochastic finite element methods

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Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations

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Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations

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Generalized spectral decomposition for stochastic nonlinear problems

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Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems

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A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

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Randomized Alternating Least Squares for Canonical Tensor Decompositions: Application to A PDE With Random Data

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Sparse Signal Recovery with Exponential-Family Noise

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Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.

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Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit

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An adaptive multi-element generalized polynomial chaos method for stochastic differential equations

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High-Order Collocation Methods for Differential Equations with Random Inputs

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Q3538690

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Identifiers

zbMATH Open document ID

1379.65004

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DOI

10.1137/16M1100010

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4597616