Efficient Solution of Stochastic Galerkin Matrix Equations via Reduced Basis and Tensor Train Approximation.
Michal BéresPublished in: LSSC (2023)
Keyphrases
- linear equations
- differential equations
- mathematical model
- numerical integration
- closed form
- set of linear equations
- approximation schemes
- nonlinear equations
- approximation methods
- discrete random variables
- optimal solution
- tensor product
- numerical scheme
- stochastic programming
- efficient solutions
- linear systems
- closed form solutions
- monte carlo
- structure tensor
- diffusion tensor
- projection matrices
- approximation algorithms
- partial differential equations
- sufficient conditions