Sergey Dolgov

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Person:1997005


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events
SIAM Journal on Scientific Computing
2024-02-08Paper
Statistical Proper Orthogonal Decomposition for model reduction in feedback control
 
2023-11-27Paper
Tensor product approach to modelling epidemics on networks
Applied Mathematics and Computation
2023-10-11Paper
Data-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman Equations
SIAM Journal on Scientific Computing
2023-09-27Paper
TTRISK: Tensor train decomposition algorithm for risk averse optimization
Numerical Linear Algebra with Applications
2023-08-17Paper
Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
Journal of Computational Physics
2023-05-31Paper
Parallel cross interpolation for high-precision calculation of high-dimensional integrals
Computer Physics Communications
2023-04-25Paper
Self-reinforced polynomial approximation methods for concentrated probability densities
 
2023-03-04Paper
State-constrained Optimization Problems under Uncertainty: A Tensor Train Approach
 
2023-01-20Paper
Rank bounds for approximating Gaussian densities in the tensor-train format
SIAM/ASA Journal on Uncertainty Quantification
2022-11-25Paper
Deep composition of tensor-trains using squared inverse Rosenblatt transports
Foundations of Computational Mathematics
2022-11-17Paper
Guaranteed a posteriori error bounds for low-rank tensor approximate solutions
IMA Journal of Numerical Analysis
2022-05-17Paper
Optimizing semilinear representations for State-dependent Riccati Equation-based feedback control
 
2022-02-23Paper
Solving differential Riccati equations: a nonlinear space-time method using tensor trains
Numerical Algebra, Control and Optimization
2021-12-13Paper
Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation
Inverse Problems in Science and Engineering
2021-09-17Paper
Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations
SIAM Journal on Scientific Computing
2021-06-29Paper
Functional Tucker approximation using Chebyshev interpolation
SIAM Journal on Scientific Computing
2021-06-29Paper
Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
Mathematics and Computers in Simulation
2021-03-01Paper
Functional Tucker approximation using Chebyshev interpolation
 
2020-07-31Paper
Tensor product approach to quantum control
Integral Methods in Science and Engineering
2020-06-29Paper
Greedy low-rank algorithm for spatial connectome regression
The Journal of Mathematical Neuroscience
2020-05-28Paper
Approximation and sampling of multivariate probability distributions in the tensor train decomposition
Statistics and Computing
2020-02-26Paper
A Low-Rank Tensor Method for PDE-Constrained Optimization with Isogeometric Analysis
SIAM Journal on Scientific Computing
2020-01-10Paper
Preconditioners and tensor product solvers for optimal control problems from chemotaxis
SIAM Journal on Scientific Computing
2019-11-18Paper
A tensor decomposition algorithm for large ODEs with conservation laws
Computational Methods in Applied Mathematics
2019-09-11Paper
A hybrid alternating least squares-TT-cross algorithm for parametric PDEs
SIAM/ASA Journal on Uncertainty Quantification
2019-08-12Paper
Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data
Computer Methods in Applied Mechanics and Engineering
2019-06-12Paper
Guaranteed a posteriori error bounds for low rank tensor approximate solutions
 
2019-05-21Paper
Parallel cross interpolation for high-precision calculation of high-dimensional integrals
 
2019-03-27Paper
Fast tensor product solvers for optimization problems with fractional differential equations as constraints
Applied Mathematics and Computation
2019-03-19Paper
Fast iterative solution of the Bethe-Salpeter eigenvalue problem using low-rank and QTT tensor approximation
Journal of Computational Physics
2017-12-13Paper
Solving optimal control problems governed by random Navier-Stokes equations using low-rank methods
 
2017-03-17Paper
Low-rank solution to an optimization problem constrained by the Navier-Stokes equations
SIAM Journal on Scientific Computing
2017-02-27Paper
Low-rank approximation in the numerical modeling of the Farley-Buneman instability in ionospheric plasma
Journal of Computational Physics
2016-12-05Paper
Computation of extreme eigenvalues in higher dimensions using block tensor train format
Computer Physics Communications
2016-09-12Paper
Erratum to: ``Two-level QTT-Tucker format for optimized tensor calculus
SIAM Journal on Matrix Analysis and Applications
2016-08-04Paper
Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
SIAM/ASA Journal on Uncertainty Quantification
2015-11-12Paper
Simultaneous state-time approximation of the chemical master equation using tensor product formats.
Numerical Linear Algebra with Applications
2015-09-29Paper
Corrected one-site density matrix renormalization group and alternating minimal energy algorithm
Lecture Notes in Computational Science and Engineering
2015-07-28Paper
On evolution of solution times for the chemical master equation of the enzymatic futile cycle
Russian Journal of Numerical Analysis and Mathematical Modelling
2015-02-25Paper
Alternating minimal energy methods for linear systems in higher dimensions
SIAM Journal on Scientific Computing
2015-01-23Paper
Computation of the Response Surface in the Tensor Train data format
 
2014-06-11Paper
Two-level QTT-Tucker format for optimized tensor calculus
SIAM Journal on Matrix Analysis and Applications
2013-09-26Paper
TT-GMRES: solution to a linear system in the structured tensor format
Russian Journal of Numerical Analysis and Mathematical Modelling
2013-05-13Paper
Fast solution of parabolic problems in the tensor train/quantized tensor train format with initial application to the Fokker-Planck equation
SIAM Journal on Scientific Computing
2013-03-06Paper
Solution of Linear Systems and Matrix Inversion in the TT-Format
SIAM Journal on Scientific Computing
2013-01-24Paper
Low-rank tensor structure of solutions to elliptic problems with jumping coefficients
Journal of Computational Mathematics
2013-01-24Paper
Superfast Fourier transform using QTT approximation
The Journal of Fourier Analysis and Applications
2012-11-20Paper
A reciprocal preconditioner for structured matrices arising from elliptic problems with jumping coefficients
Linear Algebra and its Applications
2012-05-14Paper


Research outcomes over time


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