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In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a deterministic parame ...
We propose a novel combination of the reduced basis method with low-rank tensor techniques for the efficient solution of parameter-dependent linear systems in the case of several parameters. This combination, called rbTensor, consists of three ingredients. ...
In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a deterministic parame ...
We propose a novel combination of the reduced basis method with low-rank tensor techniques for the efficient solution of parameter-dependent linear systems in the case of several parameters. This combination, called rb Tensor, consists of three ingredients ...