Adaptive near-optimal rank tensor approximation for high-dimensional operator equations
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Publication:896549
DOI10.1007/S10208-013-9187-3zbMATH Open1335.65049arXiv1304.7796OpenAlexW3098901429MaRDI QIDQ896549FDOQ896549
Wolfgang Dahmen, Markus Bachmayr
Publication date: 10 December 2015
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Abstract: We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous convergence analysis, where all parameters required for the execution of the methods depend only on the underlying infinite-dimensional problem, but not on a concrete discretization. Under certain assumptions on the rates for the involved low-rank approximations and basis expansions, we can also give bounds on the computational complexity of the iteration as a function of the prescribed target error. Our theoretical findings are illustrated and supported by computational experiments. These demonstrate that problems in very high dimensions can be treated with controlled solution accuracy.
Full work available at URL: https://arxiv.org/abs/1304.7796
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computational complexityconvergencenumerical examplesadaptive methodsiterative schemelow-rank tensor approximationhigh-dimensional operator equations
Equations and inequalities involving linear operators, with vector unknowns (47A50) Numerical solutions to equations with linear operators (65J10)
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