Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats

DOI10.1016/j.camwa.2012.10.008zbMath1350.65005OpenAlexW1982559793WikidataQ57524778 ScholiaQ57524778MaRDI QIDQ316563

Alexander Litvinenko, Philipp Wähnert, Wolfgang Hackbusch, Mike Espig, Hermann G. Matthies

Publication date: 27 September 2016

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.10.008

zbMATH Keywords

stochastic PDEsuncertainty quantificationlow-rank tensor formatsstationary diffusion equationstochastic Galerkin matrixtensor approximation

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• TT Toolbox

Cites Work

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