This talk consists of two parts. In the first part, we use low-rank tensor methods to solve elliptic PDE with uncertain coefficients. We start with discretization, applying the Karhunen-Loeve Expansion (KLE) to separate spatial and stochastic variables and applying (generalized ) Polynomial Chaos Expansion (PCE).
Alexander Litvinenko, together with colleagues from RWTH Aachen, TU Braunschweig (Germany), and SkolTech (Russia)  is organizing a minisymposium "Tensor completion techniques in Data Assimilation, Bayesian Updata and UQ problems" at SIAM CSE Conference being held February 27 through March 3, 2017, at the Hilton Atlanta in Atlanta, Georgia, USA.
Alexander Litvinenko, Sören Wolfers, and Joakim Beck will present their work at the 7th Workshop on High-Dimensional Approximation, February 13 – 17, 2017, The University of New South Wales, Sydney, Australia.