Solving stochastic systems with low-rank tensor compression

Linear Algebra and Its Applications

Volumn 436, Issue 10, 2012, Pages 3819-3838

  Matthies, Hermann G ^a   Zander, Elmar ^a  

^a TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

Author keywords

Linear equations on tensor product spaces; Low rank approximation; Singular value decomposition (SVD); Sparse representation; Sparse tensor product; Stochastic partial differential equations; Stochastic systems

Indexed keywords

LOW RANK APPROXIMATIONS; SINGULAR VALUE DECOMPOSITION (SVD); SPARSE REPRESENTATION; SPARSE TENSOR PRODUCTS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION; TENSOR PRODUCTS;

GALERKIN METHODS; LINEAR SYSTEMS; SINGULAR VALUE DECOMPOSITION; STOCHASTIC SYSTEMS; TENSORS;

PARTIAL DIFFERENTIAL EQUATIONS;

EID: 84858793640     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2011.04.017     Document Type: Article

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