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math.NA2014★ 23 cited
Computation of the Response Surface in the Tensor Train data format
Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko +1
We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochasti…
math.NA2014
A tensor decomposition algorithm for large ODEs with conservation laws
Sergey V. Dolgov
We propose an algorithm for solution of high-dimensional evolutionary equations (ODEs and discretized time-dependent PDEs) in the Tensor Train (TT) decomposition, assuming that the…