Iterative thresholding low-rank time integration for high-dimensional problems

DOI10.48550/arXiv.2608.06905MaRDI QIDQ7284732zbMATH OpenarXivFDO

Authors Markus Bachmayr, Tianyu Jin, Polina Sachsenmaier, Federico Vismara

Publication date 7 August 2026

Published in arXiv

Tldr This work combines techniques from numerical analysis and data science to introduce an efficient algorithm for time integration of high-dimensional Schrödinger-type problems; its novelty lies in iterative rank reduction using thresholding, which balances approximation accuracy with computational efficiency.

Full work available at URL https://doi.org/10.48550/arXiv.2608.06905

Mathematics Subject Classification ID

Numerical approximation of high-dimensional functions; sparse grids (65D40) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Error bounds for numerical methods for ordinary differential equations (65L70) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Complexity and performance of numerical algorithms (65Y20)

arXiv classification

math.NA

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