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Nonconvex Stochastic Optimization for Model Reduction

✍ Scribed by Han-Fu Chen; Hai-Tao Fang


Book ID
110350081
Publisher
Springer US
Year
2002
Tongue
English
Weight
252 KB
Volume
23
Category
Article
ISSN
0925-5001

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This paper addresses issues of model reduction of stochastic representations and computational efficiency of spectral stochastic Galerkin schemes for the solution of partial differential equations with stochastic coefficients. In particular, an algorithm is developed for the efficient characterizati