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This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many…

Numerical Analysis · Mathematics 2016-04-20 Zixuan Wang , Qi Tang , Wei Guo , Yingda Cheng

This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

Numerical Analysis · Mathematics 2014-07-21 Markus Bachmayr , Wolfgang Dahmen

In this paper, we consider the Poisson equation on a "long" domain which is the Cartesian product of a one-dimensional long interval with a (d-1)-dimensional domain. The right-hand side is assumed to have a rank-1 tensor structure. We will…

Numerical Analysis · Mathematics 2019-10-09 Michel Chipot , Wolfgang Hackbusch , Stefan Sauter , Alexander Veit

In this paper, we introduce a tensor neural network based machine learning method for solving the elliptic partial differential equations with random coefficients in a bounded physical domain. With the help of tensor product structure, we…

Numerical Analysis · Mathematics 2024-02-02 Hongtao Chen , Rui Fu , Yifan Wang , Hehu Xie

The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…

Optimization and Control · Mathematics 2022-08-26 Victor Magron , Jie Wang

Sparse coding consists in representing signals as sparse linear combinations of atoms selected from a dictionary. We consider an extension of this framework where the atoms are further assumed to be embedded in a tree. This is achieved…

Machine Learning · Statistics 2011-08-18 Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski , Francis Bach

Sparsity is a highly desired feature in deep neural networks (DNNs) since it ensures numerical efficiency, improves the interpretability of models (due to the smaller number of relevant features), and robustness. For linear models, it is…

Machine Learning · Computer Science 2024-04-01 Augustina C. Amakor , Konstantin Sonntag , Sebastian Peitz

We provide a systematic deterministic numerical scheme to approximate the volume (i.e. the Lebesgue measure) of a basic semi-algebraic set whose description follows a sparsity pattern. As in previous works (without sparsity), the underlying…

Optimization and Control · Mathematics 2020-07-28 Matteo Tacchi , Tillmann Weisser , Jean-Bernard Lasserre , Didier Henrion

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

This investigation is motivated by PDE-constrained optimization problems arising in connection with electrocardiograms (ECGs) and electroencephalography (EEG). Standard sparsity regularization does not necessarily produce adequate results…

Numerical Analysis · Mathematics 2023-05-25 Ole Løseth Elvetun , Bjørn Fredrik Nielsen

It is one of the most challenging issues in applied mathematics to approximately solve high-dimensional partial differential equations (PDEs) and most of the numerical approximation methods for PDEs in the scientific literature suffer from…

Probability · Mathematics 2024-06-04 Fabian Hornung , Arnulf Jentzen , Diyora Salimova

High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…

Numerical Analysis · Mathematics 2023-11-22 Weiqi Wang , Simone Brugiapaglia

We introduce a new concept of sparsity for the stochastic elliptic operator $-{\rm div}\left(a(x,\omega)\nabla(\cdot)\right)$, which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially…

Numerical Analysis · Mathematics 2015-06-22 Thomas Y. Hou , Pengfei Liu

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…

Optimization and Control · Mathematics 2022-07-18 Xianpeng Mao , Yuning Yang

We explain how to use Kolmogorov Superposition Theorem (KST) to break the curse of dimensionality when approximating a dense class of multivariate continuous functions. We first show that there is a class of functions called…

Numerical Analysis · Mathematics 2025-10-06 Ming-Jun Lai , Zhaiming Shen

We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…

Numerical Analysis · Mathematics 2019-05-10 Ben Adcock , Anyi Bao , Simone Brugiapaglia

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

In this paper the efficiency of multilevel sparse tensor approximation methods for high-dimensional affine parametric diffusion equations is investigated. Methodologically, the recently presented Sparse Alternating Least Squares (SALS)…

Numerical Analysis · Mathematics 2026-03-17 Martin Eigel , Philipp Trunschke , Dana Wrischnig

A burgeoning line of research leverages deep neural networks to approximate the solutions to high dimensional PDEs, opening lines of theoretical inquiry focused on explaining how it is that these models appear to evade the curse of…

Machine Learning · Computer Science 2023-03-28 Tanya Marwah , Zachary C. Lipton , Jianfeng Lu , Andrej Risteski