Computation of the Response Surface in the Tensor Train data format

arXiv1406.2816MaRDI QIDQ6252251

Alexander Litvinenko, Hermann G. Matthies, Sergey V. Dolgov, Boris N. Khoromskij

Publication date: 11 June 2014

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multilinear algebra, tensor calculus (15A69)

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