Polynomial Chaos Expansion of Random Coefficients and the Solution of 
Stochastic Partial Differential Equations in the Tensor Train Format

Dolgov, Sergey; Khoromskij, Boris N.; Litvinenko, Alexander; Matthies, Hermann G.

doi:10.1137/140972536

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Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format

Dolgov, S., Khoromskij, B. N., Litvinenko, A., & Matthies, H. G. (2015). Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format. SIAM/ASA Journal on Uncertainty Quantification, 3(1), 1109-1135. doi:10.1137/140972536.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-0028-430B-F Version Permalink: https://hdl.handle.net/11858/00-001M-0000-002C-9DD7-3

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Creators:
Dolgov, Sergey¹, Author
Khoromskij, Boris N.², Author
Litvinenko, Alexander³, Author
Matthies, Hermann G.⁴, Author

Affiliations:
1Numerical Linear Algebra for Dynamical Systems, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society, ou_1832293
2Max-Planck-Institut für Mathematik in den Naturwissenschaften, Leipzig, ou_persistent22
3King Abdullah University of Science and Technology (KAUST), Thuwal, Saudi Arabia, ou_persistent22
4Institute for Scientific Computing, Technische Universität Braunschweig, ou_persistent22

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Dates: Date issued: 2015

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Rev. Type: Peer

Identifiers: DOI: 10.1137/140972536
Other: pubdata_escidoc:2125568

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Title: SIAM/ASA Journal on Uncertainty Quantification

Source Genre: Journal

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Pages: - Volume / Issue: 3 (1) Sequence Number: - Start / End Page: 1109 - 1135 Identifier: -