EPFL - École Polytechnique Fédérale de Lausanne
Published August 18, 2020 | Version v1
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Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations - Numerical tests

Authors/Creators

  • 1. CSQI, EPFL

Description

Code used to obtain numerical results for the work titled "Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations".

Associated publication (pre-print) is available at https://arxiv.org/abs/2006.05211

Files

README.md

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Additional details

Funding

Swiss National Science Foundation
Uncertainty Quantification techniques for PDE constrained optimization and random evolution equations. 200021_172678