A least-squares approximation of partial differential equations with high-dimensional random inputs

Journal of Computational Physics

Volumn 228, Issue 12, 2009, Pages 4332-4345

  Doostan, Alireza ^a   Iaccarino, Gianluca ^a  

^a Stanford University   (United States)

Author keywords

Alternating least squares; Curse of dimensionality; Separated representation; Stochastic partial differential equations; Uncertainty quantification

Indexed keywords

COMPUTATION THEORY; ERROR ANALYSIS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

ALTERNATING LEAST SQUARES; COMPUTATIONAL COSTS; CURSE OF DIMENSIONALITY; HIGH-DIMENSIONAL; HIGHER-DIMENSIONAL; RANDOM INPUT; SEPARATED REPRESENTATION; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION; STOCHASTICS; UNCERTAINTY QUANTIFICATIONS;

LEAST SQUARES APPROXIMATIONS;

EID: 67349208768     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2009.03.006     Document Type: Article

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