Fast Solution of Parabolic Problems in the Tensor Train/Quantized Tensor Train Format with Initial Application to the Fokker--Planck Equation
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Publication:4908651
DOI10.1137/120864210zbMath1259.82075OpenAlexW1963973528MaRDI QIDQ4908651
Boris N. Khoromskij, Ivan V. Oseledets, Sergey V. Dolgov
Publication date: 6 March 2013
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/120864210
Fokker-Planck equationhigher dimensionsparabolic problemsdensity matrix renormalization grouptensor methodsdumbbell modelQTT-format
Computational methods for sparse matrices (65F50) Initial-boundary value problems for second-order parabolic equations (35K20) Statistical mechanics of polymers (82D60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Renormalization group methods in equilibrium statistical mechanics (82B28) Algorithms for approximation of functions (65D15) Multilinear algebra, tensor calculus (15A69) Symbolic computation of special functions (Gosper and Zeilberger algorithms, etc.) (33F10) Fokker-Planck equations (35Q84)
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