An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations.
Catherine Elizabeth PowellDavid J. SilvesterValeria SimonciniPublished in: SIAM J. Sci. Comput. (2017)
Keyphrases
- differential equations
- brownian motion
- monte carlo
- partial differential equations
- dynamical systems
- low rank
- hopfield neural network
- square root
- singular value decomposition
- stochastic optimization
- numerical methods
- coefficient matrix
- stochastic programming
- learning automata
- stochastic model
- numerical solution
- neural network
- computationally efficient
- dimensionality reduction
- learning algorithm