Related papers: Computation of the Response Surface in the Tensor …
In this paper, we consider the tensor completion problem representing the solution in the tensor train (TT) format. It is assumed that tensor is high-dimensional, and tensor values are generated by an unknown smooth function. The assumption…
Polynomial Chaos Expansions (PCEs) are widely recognized for their efficient computational performance in surrogate modeling. Yet, a robust framework to quantify local model errors is still lacking. While the local uncertainty of PCE…
The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…
We introduce a fully discrete scheme to solve a class of high-dimensional Mean Field Games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train (TT) decompositions to tame the curse of dimensionality. By…
In the last two decades, increased need for high-fidelity simulations of the time evolution and propagation of forces in granular media has spurred renewed interest in discrete element method (DEM) modeling of frictional contact. Force…
Physics-informed polynomial chaos expansions (PC$^2$) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos…
We introduce PoCET: a free and open-scource Polynomial Chaos Expansion Toolbox for Matlab, featuring the automatic generation of polynomial chaos expansion (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic…
This work investigates a two-stage method for constructing projection-based reduced-order models (ROMs) of parameterized partial differential equations (PDEs). Based on established tensorial ROM methodology, the proposed approach reduces…
This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many…
Real-world physical systems, like composite materials and porous media, exhibit complex heterogeneities and multiscale nature, posing significant computational challenges. Computational homogenization is useful for predicting macroscopic…
We introduce compositional tensor trains (CTTs) for the approximation of multivariate functions, a class of models obtained by composing low-rank functions in the tensor-train format. This format can encode standard approximation tools,…
We propose a Dynamical generalized Polynomial Chaos (DgPC) method to solve time-dependent stochastic partial differential equations (SPDEs) with white noise forcing. The long-time simulation of SPDE solutions by Polynomial Chaos (PC)…
We consider a class of elasticity equations in ${\mathbb R}^d$ whose elastic moduli depend on $n$ separated microscopic scales, are random and expressed as a linear expansion of a countable sequence of random variables which are…
In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined by finite-dimensional noise. The full discretization error…
In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…
We investigate a novel approach to approximate tensor-network contraction via the exact, matrix-free decomposition of full tensor-networks. We study this method as a means to eliminate the propagation of error in the approximation of…
We consider sequential state and parameter learning in state-space models with intractable state transition and observation processes. By exploiting low-rank tensor train (TT) decompositions, we propose new sequential learning methods for…
Tensor Train (TT) decompositions provide a powerful framework to compress grid-structured data, such as sampled function values, on regular Cartesian grids. Such high compression, in turn, enables efficient high-dimensional computations.…
This paper introduces a new generalized polynomial chaos expansion (PCE) comprising multivariate Hermite orthogonal polynomials in dependent Gaussian random variables. The second-moment properties of Hermite polynomials reveal a weakly…
The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series…