102 citations · 352 across the 27 of their papers we have counts for
3 papers · 1 filter
Inverse Problems in a Bayesian Setting
Hermann G. Matthies, Elmar Zander, Bojana V. Rosić +2
In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. I…
Pivoted Cholesky decomposition by Cross Approximation for efficient solution of kernel systems
Dishi Liu, Hermann G. Matthies
Large kernel systems are prone to be ill-conditioned. Pivoted Cholesky decomposition (PCD) render a stable and efficient solution to the systems without a perturbation of regulariz…
Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format
Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko +1
We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with…