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Low-rank approximations for parametric and random PDEs

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UNQW01 - Key UQ methodologies and motivating applications

The first part of this talk gives an introduction to low-rank tensors as a general tool for approximating high-dimensional functions. The second part deals with their application to partial differential equations with many parameters, as they arise in particular in uncertainty quantification problems. Here the focus is on error and complexity guarantees, as well as on low-rank approximability of solutions.

This talk is part of the Isaac Newton Institute Seminar Series series.

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Seminar time is 1pm BST in Room FW 11, Willam Gates Hall. Zoom link: https://cl-cam-ac-uk.zoom.us/j/4361570789?pwd=Nkl2T3ZLaTZwRm05bzRTOUUxY3Q4QT09&from=addon room 330B, British Antarctic Survey, High Cross, Cambridge, CB3 0ET Sackler Lecture Theatre, Institute of Astronomy, Madingley Road, Cambridge, CB3 0HA

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