102 citations · 352 across the 27 of their papers we have counts for
Showing 2014Show all
2 papers · 1 filter
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★ 18 cited
To be or not to be intrusive? The solution of parametric and stochastic equations --- Proper Generalized Decomposition
Loïc Giraldi, Dishi Liu, Hermann G. Matthies +1
A numerical method is proposed to compute a low-rank Galerkin approximation to the solution of a parametric or stochastic equation in a non-intrusive fashion. The considered nonlin…