Parallel cross interpolation for high-precision calculation of high-dimensional integrals

DOI10.1016/J.CPC.2019.106869MaRDI QIDQ2698750zbMATH OpenOpenAlexWikidataFDO

Authors Sergey Dolgov, D. V. Savostyanov

Publication date 25 April 2023

Published in Computer Physics Communications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1903.11554

zbMATH Keywords

parallel algorithmstensor train formathigh precisionhigh-dimensional integrationIsing integralscross interpolation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Numerical analysis (65-XX)

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Cited in

(16)

• Parametric kernel low-rank approximations using tensor train decomposition
• A linear-complexity tensor butterfly algorithm for compressing high-dimensional oscillatory integral operators
• A semi-Lagrangian adaptive-rank (SLAR) method for linear advection and nonlinear Vlasov-Poisson system
• Learning tensor networks with tensor cross interpolation: new algorithms and libraries
• A functional tensor train library in RUST for numerical integration and resolution of partial differential equations
• Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation
• Tensor-train numerical integration of multivariate functions with singularities
• Randomized Algorithms for Rounding in the Tensor-Train Format
• Iterative algorithms for the post-processing of high-dimensional data
• Tensor product approach to modelling epidemics on networks
• Parallel cross interpolation for high-precision calculation of high-dimensional integrals
• Collocation methods for nonlinear differential equations on low-rank manifolds
• An Eulerian approach to regularized JKO scheme with low-rank tensor decompositions for Bayesian inversion
• Pseudospectral method for solving PDEs using matrix product states
• The tensor-train stochastic finite volume method for uncertainty quantification
• Tensor cross interpolation for global discrete optimization with application to Bayesian network inference

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