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

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Dolgov, Sergey
Numerical Linear Algebra for Dynamical Systems, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;

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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.

Cite as: https://hdl.handle.net/11858/00-001M-0000-0028-430B-F

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