Sergey Dolgov

From MaRDI portal


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events
SIAM Journal on Scientific Computing
2024-02-08Paper
Statistical Proper Orthogonal Decomposition for model reduction in feedback control
 
2023-11-27Paper
Tensor product approach to modelling epidemics on networks
Applied Mathematics and Computation
2023-10-11Paper
Data-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman Equations
SIAM Journal on Scientific Computing
2023-09-27Paper
TTRISK: Tensor train decomposition algorithm for risk averse optimization
Numerical Linear Algebra with Applications
2023-08-17Paper
Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
Journal of Computational Physics
2023-05-31Paper
Parallel cross interpolation for high-precision calculation of high-dimensional integrals
Computer Physics Communications
2023-04-25Paper
Self-reinforced polynomial approximation methods for concentrated probability densities
 
2023-03-04Paper
State-constrained Optimization Problems under Uncertainty: A Tensor Train Approach
 
2023-01-20Paper
Rank bounds for approximating Gaussian densities in the tensor-train format
SIAM/ASA Journal on Uncertainty Quantification
2022-11-25Paper
Deep composition of tensor-trains using squared inverse Rosenblatt transports
Foundations of Computational Mathematics
2022-11-17Paper
Guaranteed a posteriori error bounds for low-rank tensor approximate solutions
IMA Journal of Numerical Analysis
2022-05-17Paper
Optimizing semilinear representations for State-dependent Riccati Equation-based feedback control
 
2022-02-23Paper
Solving differential Riccati equations: a nonlinear space-time method using tensor trains
Numerical Algebra, Control and Optimization
2021-12-13Paper
Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation
Inverse Problems in Science and Engineering
2021-09-17Paper
Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations
SIAM Journal on Scientific Computing
2021-06-29Paper
Functional Tucker approximation using Chebyshev interpolation
SIAM Journal on Scientific Computing
2021-06-29Paper
Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
Mathematics and Computers in Simulation
2021-03-01Paper
Functional Tucker approximation using Chebyshev interpolation
 
2020-07-31Paper
Tensor product approach to quantum control
Integral Methods in Science and Engineering
2020-06-29Paper
Greedy low-rank algorithm for spatial connectome regression
The Journal of Mathematical Neuroscience
2020-05-28Paper
Approximation and sampling of multivariate probability distributions in the tensor train decomposition
Statistics and Computing
2020-02-26Paper
A Low-Rank Tensor Method for PDE-Constrained Optimization with Isogeometric Analysis
SIAM Journal on Scientific Computing
2020-01-10Paper
Preconditioners and tensor product solvers for optimal control problems from chemotaxis
SIAM Journal on Scientific Computing
2019-11-18Paper
A tensor decomposition algorithm for large ODEs with conservation laws
Computational Methods in Applied Mathematics
2019-09-11Paper
A hybrid alternating least squares-TT-cross algorithm for parametric PDEs
SIAM/ASA Journal on Uncertainty Quantification
2019-08-12Paper
Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data
Computer Methods in Applied Mechanics and Engineering
2019-06-12Paper
Guaranteed a posteriori error bounds for low rank tensor approximate solutions
 
2019-05-21Paper
Parallel cross interpolation for high-precision calculation of high-dimensional integrals
 
2019-03-27Paper
Fast tensor product solvers for optimization problems with fractional differential equations as constraints
Applied Mathematics and Computation
2019-03-19Paper
Fast iterative solution of the Bethe-Salpeter eigenvalue problem using low-rank and QTT tensor approximation
Journal of Computational Physics
2017-12-13Paper
Solving optimal control problems governed by random Navier-Stokes equations using low-rank methods
 
2017-03-17Paper
Low-rank solution to an optimization problem constrained by the Navier-Stokes equations
SIAM Journal on Scientific Computing
2017-02-27Paper
Low-rank approximation in the numerical modeling of the Farley-Buneman instability in ionospheric plasma
Journal of Computational Physics
2016-12-05Paper
Computation of extreme eigenvalues in higher dimensions using block tensor train format
Computer Physics Communications
2016-09-12Paper
Erratum to: ``Two-level QTT-Tucker format for optimized tensor calculus
SIAM Journal on Matrix Analysis and Applications
2016-08-04Paper
Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
SIAM/ASA Journal on Uncertainty Quantification
2015-11-12Paper
Simultaneous state-time approximation of the chemical master equation using tensor product formats.
Numerical Linear Algebra with Applications
2015-09-29Paper
Corrected one-site density matrix renormalization group and alternating minimal energy algorithm
Lecture Notes in Computational Science and Engineering
2015-07-28Paper
On evolution of solution times for the chemical master equation of the enzymatic futile cycle
Russian Journal of Numerical Analysis and Mathematical Modelling
2015-02-25Paper
Alternating minimal energy methods for linear systems in higher dimensions
SIAM Journal on Scientific Computing
2015-01-23Paper
Computation of the Response Surface in the Tensor Train data format
 
2014-06-11Paper
Two-level QTT-Tucker format for optimized tensor calculus
SIAM Journal on Matrix Analysis and Applications
2013-09-26Paper
TT-GMRES: solution to a linear system in the structured tensor format
Russian Journal of Numerical Analysis and Mathematical Modelling
2013-05-13Paper
Fast solution of parabolic problems in the tensor train/quantized tensor train format with initial application to the Fokker-Planck equation
SIAM Journal on Scientific Computing
2013-03-06Paper
Solution of Linear Systems and Matrix Inversion in the TT-Format
SIAM Journal on Scientific Computing
2013-01-24Paper
Low-rank tensor structure of solutions to elliptic problems with jumping coefficients
Journal of Computational Mathematics
2013-01-24Paper
Superfast Fourier transform using QTT approximation
The Journal of Fourier Analysis and Applications
2012-11-20Paper
A reciprocal preconditioner for structured matrices arising from elliptic problems with jumping coefficients
Linear Algebra and its Applications
2012-05-14Paper


Research outcomes over time


This page was built for person: Sergey Dolgov