Parallel tensor sampling in the hierarchical Tucker format

DOI10.1007/s00791-015-0247-xzbMath1360.65042OpenAlexW2133854101MaRDI QIDQ519080

Gabriel Wittum, Ronald Kriemann, Arne Nägel, Konstantinos Xylouris, Lars Grasedyck, Christian Löbbert

Publication date: 4 April 2017

Published in: Computing and Visualization in Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00791-015-0247-x

zbMATH Keywords

hierarchical Tuckerparallel samplingUQ

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel algorithms in computer science (68W10) Parallel numerical computation (65Y05) Multilinear algebra, tensor calculus (15A69) Numerical linear algebra (65Fxx)

Related Items (8)

Data-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman Equations ⋮ Tensor product approach to modelling epidemics on networks ⋮ Parallel cross interpolation for high-precision calculation of high-dimensional integrals ⋮ The numerical approximation of nonlinear functionals and functional differential equations ⋮ Parallel tensor methods for high-dimensional linear PDEs ⋮ A two-stage surrogate model for neo-Hookean problems based on adaptive proper orthogonal decomposition and hierarchical tensor approximation ⋮ Riemannian Optimization for High-Dimensional Tensor Completion ⋮ Iterative algorithms for the post-processing of high-dimensional data

Uses Software

• UG4
• libGrid
• libAlgebra
• libDiscretization
• pcl

Cites Work

• Pseudo-skeleton approximations by matrices of maximal volume
• A theory of pseudoskeleton approximations
• Approximation of boundary element matrices
• \textit{UG} 4: a novel flexible software system for simulating PDE based models on high performance computers
• Black box approximation of tensors in hierarchical Tucker format
• A new scheme for the tensor representation
• Multilevel Monte Carlo Methods
• Hierarchical Singular Value Decomposition of Tensors
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
• Tensor Spaces and Numerical Tensor Calculus
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