Algorithms for Numerical Analysis in High Dimensions

DOI10.1137/040604959MaRDI QIDQ5693182zbMATH OpenOpenAlexFDO

Authors Gregory Beylkin, Martin J. Mohlenkamp

Publication date 22 September 2005

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/040604959

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Generic and typical ranks of multi-way arrays
A least-squares approximation of partial differential equations with high-dimensional random inputs
TT-cross approximation for multidimensional arrays
On the spectral problem for trivariate functions
Iterative methods for computing vibrational spectra
Orbit uncertainty propagation and sensitivity analysis with separated representations
Optimization via separated representations and the canonical tensor decomposition
Optimization problems in contracted tensor networks
PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique
Integration by interpolation and look-up for Galerkin-based isogeometric analysis
Some convergence results on the regularized alternating least-squares method for tensor decomposition
Musings on multilinear fitting
A tensor decomposition approach to data compression and approximation of ND systems
Variational calculus with sums of elementary tensors of fixed rank
A regularized Newton method for the efficient approximation of tensors represented in the canonical tensor format
Constructive representation of functions in low-rank tensor formats
Non-incremental boundary element discretization of parabolic models based on the use of the proper generalized decompositions
Weighted Moore-Penrose inverses of arbitrary-order tensors
On reverse-order law of tensors and its application to additive results on Moore-Penrose inverse
Fast randomized matrix and tensor interpolative decomposition using countsketch
Modified iterations for data-sparse solution of linear systems
Low-CP-rank tensor completion via practical regularization
Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically
Weak SINDy for partial differential equations
Guarantees for the Kronecker fast Johnson-Lindenstrauss transform using a coherence and sampling argument
Reduction of multivariate mixtures and its applications
Fast computation of elastic and hydrodynamic potentials using approximate approximations
Fast cubature of volume potentials over rectangular domains by approximate approximations
Fast cubature of high dimensional biharmonic potential based on approximate approximations
Reverse-order law for weighted Moore-Penrose inverse of tensors
Tensor representation of non-linear models using cross approximations
Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation
A low-rank approach to the computation of path integrals
Numerical methods for high-dimensional probability density function equations
Multiresolution separated representations of singular and weakly singular operators
Wave atoms and time upscaling of wave equations
A projection method and Kronecker product preconditioner for solving Sylvester tensor equations
Far-field compression for fast kernel summation methods in high dimensions
Iterative methods based on soft thresholding of hierarchical tensors
Model's sparse representation based on reduced mixed GMsFE basis methods
Fast adaptive algorithms in the non-standard form for multidimensional problems
Non-intrusive low-rank separated approximation of high-dimensional stochastic models
Tensor-product approximation to operators and functions in high dimensions
On approximation of functions by exponential sums
Stochastic boundary methods of fundamental solutions for solving PDEs
Randomized algorithms for the approximations of Tucker and the tensor train decompositions
Tensor approximation of the self-diffusion matrix of tagged particle processes
Adaptive low-rank methods: problems on Sobolev spaces
Randomized alternating least squares for canonical tensor decompositions: application to a PDE with random data
Uncertainty propagation in orbital mechanics via tensor decomposition
A literature survey of low-rank tensor approximation techniques
Proper generalized decomposition of time-multiscale models
Structured matrix problems from tensors
Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme
Proper generalized decomposition of multiscale models
On the fast computation of high dimensional volume potentials
The optimization landscape for fitting a rank-2 tensor with a rank-1 tensor
Approximation of solutions to multidimensional parabolic equations by approximate approximations
The Random Feature Model for Input-Output Maps between Banach Spaces
Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
Tensor completion in hierarchical tensor representations
Low-rank separated representation surrogates of high-dimensional stochastic functions: application in Bayesian inference
Approximating a wavefunction as an unconstrained sum of Slater determinants
Fast algorithms for Helmholtz Green's functions
Recent advances and new challenges in the use of the proper generalized decomposition for solving multidimensional models
Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
Truncated integration for simultaneous simulation of sintering using a separated representation
On the convergence of a greedy rank-one update algorithm for a class of linear systems
Circumventing Curse of Dimensionality in the Solution of Highly Multidimensional Models Encountered in Quantum Mechanics Using Meshfree Finite Sums Decomposition
Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
Multiresolution representation of operators with boundary conditions on simple domains
High dimensional numerical problems
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Ideal minimal residual-based proper generalized decomposition for non-symmetric multi-field models -- application to transient elastodynamics in space-time domain
Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach
Polynomial approximation of high-dimensional Hamilton-Jacobi-Bellman equations and applications to feedback control of semilinear parabolic PDEs
High performance rearrangement and multiplication routines for sparse tensor arithmetic
Sparse grid combination technique for Hagan SABR/LIBOR market model
A fast solution method for time dependent multidimensional Schrödinger equations
Jacobi-Davidson method on low-rank matrix manifolds
Space-time proper generalized decompositions for the resolution of transient elastodynamic models
Numerical tensor calculus
Greedy algorithms for high-dimensional eigenvalue problems
Use of tensor formats in elliptic eigenvalue problems.
Towards a 2.5D geometric model in mold filling simulation
ISLET: fast and optimal low-rank tensor regression via importance sketching
SOTT: greedy approximation of a tensor as a sum of tensor trains
Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
Solving coupled tensor equations via higher order LSQR methods
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Adaptive algorithm for electronic structure calculations using reduction of Gaussian mixtures
Approximate approximations: recent developments in the computation of high dimensional potentials
Generalized canonical polyadic tensor decomposition
The dynamics of swamps in the canonical tensor approximation problem
Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator
Fast multidimensional convolution in low-rank tensor formats via cross approximation
On the computation of high-dimensional potentials of advection-diffusion operators
Tensor spaces and hierarchical tensor representations
State-based adjoint method for reduced order modeling
Efficientd-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations

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