Low Rank Approximation Method for Perturbed Linear Systems with Applications to Elliptic Type Stochastic Pdes
Low Rank Approximation Method for Perturbed Linear Systems with Applications to Elliptic Type Stochastic Pdes
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly reduce the computational load and storage requirements associated with matrix inversion without losing accuracy. To demonstrate the …