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  4. MATHICSE Technical Report : Tensor train approximation of moment equations for the log-normal Darcy problem
 
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MATHICSE Technical Report : Tensor train approximation of moment equations for the log-normal Darcy problem

Bonizzoni, Francesca  
•
Nobile, Fabio  
•
Kressner, Daniel  
September 30, 2014

We study the Darcy problem with log-normal permeability, modeling the fluid flow in a heterogeneous porous medium. A perturbation approach is adopted, expanding the solution in Taylor series around the nominal value of the permeability. The resulting recursive deterministic problem satisfied by the expected value of the stochastic solution, analytically derived and studied in [4], is discretized with a full tensor product finite element technique. To overcome the incurred curse of dimensionality the solution is sought in a low-rank tensor format, the so called Tensor Train format. We develop an algorithm for solving the recursive first moment problem approximately in the Tensor Train format and show its effectiveness with numerical examples.

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Type
working paper
DOI
10.5075/epfl-MATHICSE-263227
Author(s)
Bonizzoni, Francesca  
Nobile, Fabio  
Kressner, Daniel  
Corporate authors
MATHICSE-Group
Date Issued

2014-09-30

Publisher

MATHICSE

Subjects

Uncertainty quantification

•

Elliptic PDE with random coefficient

•

Log-normal

•

distribution

•

Perturbation technique

•

Moment equations

•

Low rank approximation

Note

MATHICSE Technical Report Nr. 39.2014 September 2014

Written at

EPFL

EPFL units
CSQI  
RelationURL/DOI

IsPreviousVersionOf

https://infoscience.epfl.ch/record/201864
Available on Infoscience
January 22, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/153707
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