MATHICSE Technical Report : Tensor train approximation of moment equations for the log-normal Darcy problem

We study the Darcy problem with log-normal permeability, modeling the fluid flow in a heterogeneous porous medium. A perturbation approach is adopted, expanding the solution in Taylor series around the nominal value of the permeability. The resulting recursive deterministic problem satisfied by the expected value of the stochastic solution, analytically derived and studied in [4], is discretized with a full tensor product finite element technique. To overcome the incurred curse of dimensionality the solution is sought in a low-rank tensor format, the so called Tensor Train format. We develop an algorithm for solving the recursive first moment problem approximately in the Tensor Train format and show its effectiveness with numerical examples.