Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format
随机系数的多项式混沌展开及其在张量核心格式中的随机偏微分方程求解
专题命中 扩散模型 :diffusion(abstract)
AI总结 本文利用张量核心分解构建随机场的张量积多项式混沌展开,用于求解随机椭圆扩散PDE,并计算感兴趣量。提出新的块张量核心交叉算法,以高效近似多项式混沌展开。
Comments This is a major revision of the manuscript arXiv:1406.2816 with significantly extended numerical experiments. Some unused material is removed