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High Dimensional Uncertainty Quantification for an Electrothermal Field Problem using Stochastic Collocation on Sparse Grids and Tensor Train Decompositions

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TLDR
In this paper, stochastic collocation on sparse grids (SGs) and low-rank tensor decomposition methods, with emphasis on the tensor train (TT) decomposition, are used to solve the curse of dimensionality in ICs.
Abstract
The temperature developed in bondwires of integrated circuits (ICs) is a possible source of malfunction, and has to be taken into account during the design phase of an IC. Due to manufacturing tolerances, a bondwire's geometrical characteristics are uncertain parameters, and as such their impact has to be examined with the use of uncertainty quantification (UQ) methods. Sampling methods, like the Monte Carlo (MC), converge slowly, while efficient alternatives scale badly with respect to the number of considered uncertainties. Possible remedies to this, so-called, curse of dimensionality are sought in the application of stochastic collocation (SC) on sparse grids (SGs) and of the recently emerged low-rank tensor decomposition methods, with emphasis on the tensor train (TT) decomposition.

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Journal ArticleDOI

Tensor Decompositions and Applications

TL;DR: This survey provides an overview of higher-order tensor decompositions, their applications, and available software.
Journal ArticleDOI

Tensor-Train Decomposition

TL;DR: The new form gives a clear and convenient way to implement all basic operations efficiently, and the efficiency is demonstrated by the computation of the smallest eigenvalue of a 19-dimensional operator.
Journal ArticleDOI

Monte Carlo and quasi-Monte Carlo methods

TL;DR: In this paper, the authors presented an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques, and showed Monte Carlo to be very robust but also slow.
Journal ArticleDOI

High-Order Collocation Methods for Differential Equations with Random Inputs

TL;DR: A high-order stochastic collocation approach is proposed, which takes advantage of an assumption of smoothness of the solution in random space to achieve fast convergence and requires only repetitive runs of an existing deterministic solver, similar to Monte Carlo methods.
Journal ArticleDOI

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

TL;DR: A rigorous convergence analysis is provided and exponential convergence of the “probability error” with respect to the number of Gauss points in each direction in the probability space is demonstrated, under some regularity assumptions on the random input data.
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