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math.NA2017
A hybrid Alternating Least Squares -- TT Cross algorithm for parametric PDEs
Sergey Dolgov, Robert Scheichl
We consider the approximate solution of parametric PDEs using the low-rank Tensor Train (TT) decomposition. Such parametric PDEs arise for example in uncertainty quantification pro…
math.NA2017★ 4 cited
Solving optimal control problems governed by random Navier-Stokes equations using low-rank methods
Peter Benner, Sergey Dolgov, Akwum Onwunta +1
Many problems in computational science and engineering are simultaneously characterized by the following challenging issues: uncertainty, nonlinearity, nonstationarity and high dim…