Solving stochastic systems with low-rank tensor compression

DOI10.1016/j.laa.2011.04.017zbMath1241.65016OpenAlexW1975206377MaRDI QIDQ414661

Elmar Zander, Hermann G. Matthies

Publication date: 11 May 2012

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.04.017

zbMATH Keywords

convergenceGalerkin methodnumerical examplessingular value decompositionpreconditioningstochastic partial differential equationsstochastic systemslow rank approximationsparse representationlinear equations on tensor product spacessparse tensor product

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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) Direct numerical methods for linear systems and matrix inversion (65F05)

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