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SIAM Journal on Scientific Computing
Article . 2015 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2014
License: arXiv Non-Exclusive Distribution
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To Be or Not to be Intrusive? The Solution of Parametric and Stochastic Equations---Proper Generalized Decomposition

Authors: Giraldi, Loïc; Liu, Dishi; Matthies, Hermann, G.; Nouy, Anthony;

To Be or Not to be Intrusive? The Solution of Parametric and Stochastic Equations---Proper Generalized Decomposition

Abstract

A numerical method is proposed to compute a low-rank Galerkin approximation to the solution of a parametric or stochastic equation in a non-intrusive fashion. The considered nonlinear problems are associated with the minimization of a parameterized differentiable convex functional. We first introduce a bilinear parameterization of fixed-rank tensors and employ an alternating minimization scheme for computing the low-rank approximation. In keeping with the idea of non-intrusiveness, at each step of the algorithm the minimizations are carried out with a quasi-Newton method to avoid the computation of the Hessian. The algorithm is made non-intrusive through the use of numerical integration. It only requires the evaluation of residuals at specific parameter values. The algorithm is then applied to two numerical examples.

Keywords

Alternating minimization algorithm, 65K10, 65D30, 65M70, 15A69, 60H35, Proper generalized decomposition, Numerical Analysis (math.NA), Low-rank approximation, Parametric stochastic equation, Quasi-Newton method, 510, Galerkin approximation, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], FOS: Mathematics, Nonintrusive method, Mathematics - Numerical Analysis, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
13
Top 10%
Average
Top 10%
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bronze
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