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Efficient Solution of Ordinary Differential Equations with High-Dimensional Parametrized Uncertainty

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Symplectic Dynamical Low Rank approximation of wave equations with random parameters

Fabio Nobile, Eleonora Musharbash

In this paper we propose a dynamical low-rank strategy for the approximation of second order wave equations with random parameters. The governing equation is rewritten in Hamiltonian form and the approximate solution is expanded over a set of

2S

dynamica ...

2017

Efficient Solution of Ordinary Differential Equations with High-Dimensional Parametrized Uncertainty

Graph Chatbot

Chattez avec Graph Search

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Compressibility of Symmetric-α-Stable Processes

MATHICSE Technical Report : Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

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