Low-rank Tensor Approximation in Multi-parametric and Stochastic PDEs

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户:zy2000
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  Approximations of stochastic and multi-parametric differential equations may lead to extremely high dimensional problems that suffer from the so called curse of dimensionality.Computational tractability may be recovered by relying on adaptive low-rank/sparse approximation.The tasks are 1)to keep a low-rank approximation of the high-dimensional input data through the whole computing process,2)compute the solution and perform a post-processing in a low-rank tensor format.The post-processing may include computation of different statistics,visualization of a small portion of large data,large data analysis.
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