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Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of deterministic and stochastic basis functions, both of which evolv...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8550577/ https://www.ncbi.nlm.nih.gov/pubmed/34777939 http://dx.doi.org/10.1007/s40072-020-00177-4 |