Dolgov, Sergey Numerical Linear Algebra for Dynamical Systems, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;
2227771_dolgov.pdf (Publisher version), 355KB
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.
