Parametric PDEs: sparse or low-rank approximations?

From MaRDI portal
Publication:4555985

DOI10.1093/imanum/drx052zbMath1477.65189arXiv1607.04444OpenAlexW2515829451MaRDI QIDQ4555985

Wolfgang Dahmen, Markus Bachmayr, Albert Cohen

Publication date: 23 November 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.04444




Related Items (19)

Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversionAn adaptive stochastic Galerkin method based on multilevel expansions of random fields: Convergence and optimalityParticle number conservation and block structures in matrix product statesMultilevel tensor approximation of PDEs with random dataLow-rank tensor methods for partial differential equationsPricing High-Dimensional Bermudan Options with Hierarchical Tensor FormatsA low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equationsComputation and learning in high dimensions. Abstracts from the workshop held August 1--7, 2021 (hybrid meeting)A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential EquationsGeometric Methods on Low-Rank Matrix and Tensor ManifoldsMatrix Oriented Reduction of Space-Time Petrov-Galerkin Variational ProblemsNumerical solution of the parametric diffusion equation by deep neural networksVariational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equationsA Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEsNon-intrusive tensor reconstruction for high-dimensional random PDEsAdaptive low-rank approximations for operator equations: Accuracy control and computational complexityThe uniform sparse FFT with application to PDEs with random coefficientsApproximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train FormatA theoretical analysis of deep neural networks and parametric PDEs




This page was built for publication: Parametric PDEs: sparse or low-rank approximations?