A tensor approximation method based on ideal minimal residual formulations for the solution of high-dimensional problems
From MaRDI portal
Publication:2936552
convergencenumerical exampleslow-rank approximationalgorithmhigh-dimensional problemsGalerkin methodnonlinear approximationstochastic partial differential equationproper generalized decompositionminimal residualtensor product space
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Abstract: In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal residual method with residual norm corresponding to the error in a specified solution norm. We introduce and analyze an iterative algorithm that is able to provide a controlled approximation of the optimal approximation of the solution in a given low-rank subset, without any a priori information on this solution. We also introduce a weak greedy algorithm which uses this perturbed minimal residual method for the computation of successive greedy corrections in small tensor subsets. We prove its convergence under some conditions on the parameters of the algorithm. The residual norm can be designed such that the resulting low-rank approximations are quasi-optimal with respect to particular norms of interest, thus yielding to goal-oriented order reduction strategies for the approximation of high-dimensional problems. The proposed numerical method is applied to the solution of a stochastic partial differential equation which is discretized using standard Galerkin methods in tensor product spaces.
Recommendations
- Tensor Methods for Large, Sparse Nonlinear Least Squares Problems
- An optimal high-order tensor method for convex optimization
- Low-rank tensor methods for partial differential equations
- A proximal point like method for solving tensor least-squares problems
- Tensor-sparsity of solutions to high-dimensional elliptic partial differential equations
- Tensor methods for large sparse systems of nonlinear equations
- On the Performance of Tensor Methods for Solving Ill-Conditioned Problems
- The LSQR method for solving tensor least-squares problems
- Rank-adaptive tensor methods for high-dimensional nonlinear PDEs
- Adaptive near-optimal rank tensor approximation for high-dimensional operator equations
Cited in
(27)- Adaptive low-rank methods for problems on Sobolev spaces with error control in \(\mathrm{L}_{2}\)
- Tensor representation of non-linear models using cross approximations
- Modified iterations for data-sparse solution of linear systems
- Randomized residual-based error estimators for the proper generalized decomposition approximation of parametrized problems
- Adaptive low-rank approximations for operator equations: accuracy control and computational complexity
- Low-rank approximation of linear parabolic equations by space-time tensor Galerkin methods
- Discretization of Linear Problems in Banach Spaces: Residual Minimization, Nonlinear Petrov--Galerkin, and Monotone Mixed Methods
- Tensor rank reduction via coordinate flows
- Iterative methods based on soft thresholding of hierarchical tensors
- On the convergence of alternating minimization methods in variational PGD
- On a goal-oriented version of the proper generalized decomposition method
- Greedy low-rank approximation in Tucker format of solutions of tensor linear systems
- A parametric and non-intrusive reduced order model of car crash simulation
- The optimization landscape for fitting a rank-2 tensor with a rank-1 tensor
- Global convergence of rank-one PGD approximations by alternate minimization
- On low-rank approximability of solutions to high-dimensional operator equations and eigenvalue problems
- Stable and efficient Petrov-Galerkin methods for a kinetic Fokker-Planck equation
- PGD reduced-order modeling for structural dynamics applications
- Least-squares proper generalized decompositions for weakly coercive elliptic problems
- Data-free likelihood-informed dimension reduction of Bayesian inverse problems
- Low-rank tensor methods for partial differential equations
- Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
- Adaptive low-rank methods: problems on Sobolev spaces
- Adaptive near-optimal rank tensor approximation for high-dimensional operator equations
- HT-AWGM: a hierarchical Tucker-adaptive wavelet Galerkin method for high-dimensional elliptic problems
- Ideal minimal residual-based proper generalized decomposition for non-symmetric multi-field models -- application to transient elastodynamics in space-time domain
- Separable physics-informed DeepONet: breaking the curse of dimensionality in physics-informed machine learning
This page was built for publication: A tensor approximation method based on ideal minimal residual formulations for the solution of high-dimensional problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2936552)
