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Surrogate models can reduce computational costs for multivariable functions with an unknown internal structure (black boxes). In a discrete formulation, surrogate modeling is equivalent to restoring a multidimensional array (tensor) from a…

Numerical Analysis · Mathematics 2022-08-09 Andrei Chertkov , Gleb Ryzhakov , Ivan Oseledets

This paper presents a practical and scalable grid-based state estimation method for high-dimensional models with invertible linear dynamics and with highly non-linear measurements, such as the nearly constant velocity model with…

Signal Processing · Electrical Eng. & Systems 2026-01-13 J. Matoušek , J. Krejčí , J. Duník , R. Zanetti

High-order semi-Lagrangian methods for kinetic equations have been under rapid development in the past few decades. In this work, we propose a semi-Lagrangian adaptive rank (SLAR) integrator in the finite difference framework for linear…

Numerical Analysis · Mathematics 2024-11-28 Nanyi Zheng , Daniel Hayes , Andrew Christlieb , Jing-Mei Qiu

Recent studies have demonstrated the great potential of reduced order modeling for parametric dynamical systems using low-rank tensor decompositions (LRTD). In particular, within the framework of interpolatory tensorial reduced order models…

Numerical Analysis · Mathematics 2025-10-14 Alexander V. Mamonov , Maxim A. Olshanskii

The Vlasov-Maxwell equations provide an \textit{ab-initio} description of collisionless plasmas, but solving them is often impractical because of the wide range of spatial and temporal scales that must be resolved and the high…

Computational Physics · Physics 2026-05-14 Erika Ye , Nuno Loureiro

Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately…

Computational Finance · Quantitative Finance 2019-02-13 Kathrin Glau , Daniel Kressner , Francesco Statti

We propose a family of low-rank, completely positive and trace preserving schemes for the Lindblad equation, a common model for open quantum systems. Low-rank representation is employed at two levels: the density matrix is factorized into…

Numerical Analysis · Mathematics 2026-05-05 Peter DelMastro , Daniel Appelö , Yingda Cheng

We present efficient and scalable parallel algorithms for performing mathematical operations for low-rank tensors represented in the tensor train (TT) format. We consider algorithms for addition, elementwise multiplication, computing norms…

Numerical Analysis · Mathematics 2021-09-08 Hussam Al Daas , Grey Ballard , Peter Benner

We consider an approximate computation of several minimal eigenpairs of large Hermitian matrices which come from high--dimensional problems. We use the tensor train format (TT) for vectors and matrices to overcome the curse of…

Numerical Analysis · Mathematics 2014-03-05 Sergey V. Dolgov , Boris N. Khoromskij , Ivan V. Oseledets , Dmitry V. Savostyanov

The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

We discuss extended definitions of linear and multilinear operations such as Kronecker, Hadamard, and contracted products, and establish links between them for tensor calculus. Then we introduce effective low-rank tensor approximation…

Numerical Analysis · Mathematics 2016-02-26 Namgil Lee , Andrzej Cichocki

Scientific problems require resolving multi-scale phenomena across different resolutions and learning solution operators in infinite-dimensional function spaces. Neural operators provide a powerful framework for this, using…

In the framework of tensor spaces, we consider orthogonalization kernels to generate an orthogonal basis of a tensor subspace from a set of linearly independent tensors. In particular, we experimentally study the loss of orthogonality of…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-17 Olivier Coulaud , Luc Giraud , Martina Iannacito

The existing tensor networks adopt conventional matrix product for connection. The classical matrix product requires strict dimensionality consistency between factors, which can result in redundancy in data representation. In this paper,…

Machine Learning · Computer Science 2021-10-01 Hengling Zhao , Yipeng Liu , Xiaolin Huang , Ce Zhu

We propose an efficient numerical algorithm for the solution of diffeomorphic image registration problems. We use a variational formulation constrained by a partial differential equation (PDE), where the constraints are a scalar transport…

Optimization and Control · Mathematics 2018-03-02 Andreas Mang , George Biros

In the present work, the Tensor-Train decomposition algorithm is applied to reduce the memory footprint of a stochastic discrete velocity solver for rarefied gas dynamics simulation. An energy-conserving modification to the algorithm is…

Fluid Dynamics · Physics 2023-03-28 Georgii Oblapenko

The numerical solution of kinetic equations is challenging due to the high dimensionality of the underlying phase space. In this paper, we develop a dynamical low-rank method based on the projector-splitting integrator in tensor-train (TT)…

Numerical Analysis · Mathematics 2026-03-31 Geshuo Wang , Jingwei Hu

This paper proposes a novel formulation of the tensor completion problem to impute missing entries of data represented by tensors. The formulation is introduced in terms of tensor train (TT) rank which can effectively capture global…

Numerical Analysis · Computer Science 2016-01-07 Ho N. Phien , Hoang D. Tuan , Johann A. Bengua , Minh N. Do

In this era of big data, data analytics and machine learning, it is imperative to find ways to compress large data sets such that intrinsic features necessary for subsequent analysis are not lost. The traditional workhorse for data…

Numerical Analysis · Mathematics 2020-01-03 Misha Kilmer , Lior Horesh , Haim Avron , Elizabeth Newman

We investigate the application of tensor-train (TT) algorithms to multigroup thermal radiation transport (i.e., photon radiation transport). The TT framework enables simulations at discretizations that might otherwise be computationally…

Instrumentation and Methods for Astrophysics · Physics 2026-04-10 Aditya S. Deshpande , Patrick D. Mullen , Alex A. Gorodetsky , Joshua C. Dolence , Chad D. Meyer , Jonah M. Miller , Luke F. Roberts