Fast Solution of Parabolic Problems in the Tensor Train/Quantized Tensor Train Format with Initial Application to the Fokker--Planck Equation
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Publication:4908651
DOI10.1137/120864210zbMath1259.82075MaRDI QIDQ4908651
Boris N. Khoromskij, Ivan V. Oseledets, Sergey V. Dolgov
Publication date: 6 March 2013
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/120864210
Fokker-Planck equation; higher dimensions; parabolic problems; density matrix renormalization group; tensor methods; dumbbell model; QTT-format
65F50: Computational methods for sparse matrices
35K20: Initial-boundary value problems for second-order parabolic equations
82D60: Statistical mechanics of polymers
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
82B28: Renormalization group methods in equilibrium statistical mechanics
65D15: Algorithms for approximation of functions
15A69: Multilinear algebra, tensor calculus
33F10: Symbolic computation of special functions (Gosper and Zeilberger algorithms, etc.)
35Q84: Fokker-Planck equations
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