CONVERGENCE OF A GREEDY ALGORITHM FOR HIGH-DIMENSIONAL CONVEX NONLINEAR PROBLEMS

DOI10.1142/S0218202511005799zbMath1259.65098arXiv1004.0095MaRDI QIDQ2892231

Eric Cancès, Tony Lelièvre, Virginie Ehrlacher

Publication date: 18 June 2012

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.0095

zbMATH Keywords

convergencenumerical resultsconvex optimizationHilbert spacegreedy algorithmobstacle problemuncertainty quantificationtensor product decomposition

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Existence theories for problems in abstract spaces (49J27)

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Cites Work

• Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
• Results and questions on a nonlinear approximation approach for solving high-dimensional partial differential equations
• A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex fluids
• Generalized spectral decomposition for stochastic nonlinear problems
• Numerical treatment of partial differential equations. Revised translation of the 3rd German edition of `Numerische Behandlung partieller Differentialgleichungen' by Martin Stynes.
• Sparse grids
• Numerical solution of parabolic equations in high dimensions

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