694
|
RWTH Publication No: 1013843 2025   |
TITLE |
Sparse and low-rank approximations of parametric elliptic PDEs: the best of both worlds |
AUTHORS |
Markus Bachmayr, Huqing Yang |
ABSTRACT |
A new approximation format for solutions of partial differential equations de-
pending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial expansion in the
remaining parametric variables, it addresses in particular classes of elliptic problems where
a direct polynomial expansion is inefficient, such as those arising from random diffusion
coefficients with short correlation length. A convergent adaptive solver is proposed and
analyzed that maintains quasi-optimal ranks of approximations and at the same time yields
optimal convergence rates of spatial discretizations without coarsening. The results are
illustrated by numerical tests. |
KEYWORDS |
parametric elliptic PDEs, sparse polynomial approximations, low-rank tensor representations, adaptivity |