A Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEs
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Publication:5228358
DOI10.1137/17M1138881zbMath1418.65170arXiv1707.04562OpenAlexW2964311702WikidataQ114074317 ScholiaQ114074317MaRDI QIDQ5228358
Robert Scheichl, Sergey V. Dolgov
Publication date: 12 August 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.04562
stochastic PDEscross approximationhigh-dimensional problemstensor decompositionslow-rank decompositions
Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical solutions to stochastic differential and integral equations (65C30) Multilinear algebra, tensor calculus (15A69)
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Uses Software
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