scholarly journals Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format

2015 ◽  
Vol 3 (1) ◽  
pp. 1109-1135 ◽  
Author(s):  
Sergey Dolgov ◽  
Boris N. Khoromskij ◽  
Alexander Litvinenko ◽  
Hermann G. Matthies
Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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