Algorithms for Numerical Analysis in High Dimensions

DOI10.1137/040604959MaRDI QIDQ5693182zbMATH OpenOpenAlexFDO

Authors Gregory Beylkin, Martin J. Mohlenkamp

Publication date 22 September 2005

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/040604959

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Structured matrix problems from tensors
Chebfun in Three Dimensions
Polynomial approximation of high-dimensional Hamilton-Jacobi-Bellman equations and applications to feedback control of semilinear parabolic PDEs
Model's sparse representation based on reduced mixed GMsFE basis methods
Weighted Moore-Penrose inverses of arbitrary-order tensors
Computation of the self-diffusion coefficient with low-rank tensor methods: application to the simulation of a cross-diffusion system
Projective Integral Updates for High-Dimensional Variational Inference
Structure-preserving low multilinear rank approximation of antisymmetric tensors
Orbit uncertainty propagation and sensitivity analysis with separated representations
Efficientd-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations
High dimensional numerical problems
Weak SINDy for partial differential equations
Jacobi-Davidson method on low-rank matrix manifolds
A projection method and Kronecker product preconditioner for solving Sylvester tensor equations
Reduction of multivariate mixtures and its applications
Non-incremental boundary element discretization of parabolic models based on the use of the proper generalized decompositions
PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique
Reverse-order law for weighted Moore-Penrose inverse of tensors
Fast low‐rank approximations of multidimensional integrals in ion‐atomic collisions modelling
Low-CP-rank tensor completion via practical regularization
Far-field compression for fast kernel summation methods in high dimensions
Fast computation of elastic and hydrodynamic potentials using approximate approximations
Stochastic boundary methods of fundamental solutions for solving PDEs
scientific article; zbMATH DE number 1934564 (Why is no real title available?)
Fast cubature of high dimensional biharmonic potential based on approximate approximations
Fast computation of elastic and hydrodynamic potentials using approximate approximations
ISLET: fast and optimal low-rank tensor regression via importance sketching
Recent advances and new challenges in the use of the proper generalized decomposition for solving multidimensional models
On the fast computation of high dimensional volume potentials
Cubature, approximation, and isotropy in the hypercube
On reverse-order law of tensors and its application to additive results on Moore-Penrose inverse
Musings on multilinear fitting
Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach
Tensor spaces and hierarchical tensor representations
Randomized algorithms for the approximations of Tucker and the tensor train decompositions
Uncertainty propagation in orbital mechanics via tensor decomposition
The Random Feature Model for Input-Output Maps between Banach Spaces
On the Compressibility of Tensors
Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
A priori model reduction through proper generalized decomposition for solving time-dependent partial differential equations
Wave propagation using bases for bandlimited functions
Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically
Operator learning using random features: a tool for scientific computing
Low-rank tensor methods for partial differential equations
Tensor decomposition in electronic structure calculations on 3D Cartesian grids
On the spectral problem for trivariate functions
SOTT: greedy approximation of a tensor as a sum of tensor trains
On the deterministic solution of multidimensional parametric models using the proper generalized decomposition
Approximate iterations for structured matrices
Constructive representation of functions in low-rank tensor formats
A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids
Iterative methods based on soft thresholding of hierarchical tensors
Approximating a wavefunction as an unconstrained sum of Slater determinants
Proper generalized decomposition of time-multiscale models
Matrix stretching
Fast randomized matrix and tensor interpolative decomposition using countsketch
A least-squares approximation of partial differential equations with high-dimensional random inputs
Randomized interpolative decomposition of separated representations
Proper generalized decomposition of multiscale models
Guarantees for the Kronecker fast Johnson-Lindenstrauss transform using a coherence and sampling argument
Adaptive low-rank methods: problems on Sobolev spaces
Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
Adaptive algorithm for electronic structure calculations using reduction of Gaussian mixtures
A general spectral method for the numerical simulation of one-dimensional interacting fermions
The optimization landscape for fitting a rank-2 tensor with a rank-1 tensor
On the convergence of a greedy rank-one update algorithm for a class of linear systems
Approximate approximations: recent developments in the computation of high dimensional potentials
A new characterization of Elfving's method for high dimensional computation
Circumventing Curse of Dimensionality in the Solution of Highly Multidimensional Models Encountered in Quantum Mechanics Using Meshfree Finite Sums Decomposition
Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
Ideal minimal residual-based proper generalized decomposition for non-symmetric multi-field models -- application to transient elastodynamics in space-time domain
Space-time proper generalized decompositions for the resolution of transient elastodynamic models
A low-rank approach to the computation of path integrals
Approximation of solutions to multidimensional parabolic equations by approximate approximations
High performance rearrangement and multiplication routines for sparse tensor arithmetic
Iterative methods for computing vibrational spectra
Modified iterations for data-sparse solution of linear systems
Q-less QR decomposition in inner product spaces
Multiresolution representation of operators with boundary conditions on simple domains
\(O(d \log N)\)-quantics approximation of \(N\)-\(d\) tensors in high-dimensional numerical modeling
Numerical methods for high-dimensional probability density function equations
Tensor representation of non-linear models using cross approximations
Black box low tensor-rank approximation using fiber-crosses
A fast solution method for time dependent multidimensional Schrödinger equations
scientific article; zbMATH DE number 7409363 (Why is no real title available?)
On approximation of functions by exponential sums
Quasi-interpolation for high-dimensional function approximation
A projection method to solve linear systems in tensor format
Fast multidimensional convolution in low-rank tensor formats via cross approximation
Tensor-product approximation to operators and functions in high dimensions
Greedy algorithms for high-dimensional eigenvalue problems
Generic and typical ranks of multi-way arrays
Tensor completion in hierarchical tensor representations
A tensor decomposition approach to data compression and approximation of ND systems
Sparse grid combination technique for Hagan SABR/LIBOR market model
Krylov subspace projection method for Sylvester tensor equation with low rank right-hand side
Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation
Low-rank separated representation surrogates of high-dimensional stochastic functions: application in Bayesian inference
Truncated integration for simultaneous simulation of sintering using a separated representation
Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme

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