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Low-rank approximations for parametric and random PDEs

Presented by: 
Markus Bachmayr Rheinische Friedrich-Wilhelms-Universität Bonn
Date: 
Thursday 11th January 2018 - 09:00 to 10:00
Venue: 
INI Seminar Room 1
Abstract: 

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.

Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons