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Dynamical low-rank approximation by tree tensor networks is studied for the data-sparse approximation to large time-dependent data tensors and unknown solutions of tensor differential equations. A time integration method for tree tensor…

Numerical Analysis · Mathematics 2020-08-24 Gianluca Ceruti , Christian Lubich , Hanna Walach

We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…

Numerical Analysis · Mathematics 2020-10-06 Gianluca Ceruti , Christian Lubich

A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…

Numerical Analysis · Mathematics 2024-09-23 Gianluca Ceruti , Christian Lubich

The dynamical low-rank approximation of time-dependent matrices is a low-rank factorization updating technique. It leads to differential equations for factors of the matrices, which need to be solved numerically. We propose and analyze a…

Numerical Analysis · Mathematics 2013-01-09 Christian Lubich , Ivan Oseledets

A robust and efficient time integrator for dynamical tensor approximation in the tensor train or matrix product state format is presented. The method is based on splitting the projector onto the tangent space of the tensor manifold. The…

Numerical Analysis · Mathematics 2015-05-27 Christian Lubich , Ivan Oseledets , Bart Vandereycken

A rank-adaptive integrator for the dynamical low-rank approximation of matrix and tensor differential equations is presented. The fixed-rank integrator recently proposed by two of the authors is extended to allow for an adaptive choice of…

Numerical Analysis · Mathematics 2021-04-13 Gianluca Ceruti , Jonas Kusch , Christian Lubich

A rank-adaptive integrator for the approximate solution of high-order tensor differential equations by tree tensor networks is proposed and analyzed. In a recursion from the leaves to the root, the integrator updates bases and then evolves…

Numerical Analysis · Mathematics 2022-07-26 Gianluca Ceruti , Christian Lubich , Dominik Sulz

Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations (PDEs). However, the combination of non-linearity and stiffness may introduce…

Numerical Analysis · Mathematics 2023-03-21 Abram Rodgers , Daniele Venturi

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

An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is…

Optimization and Control · Mathematics 2019-05-31 Lukas Exl

In this paper, we present a new adaptive rank approximation technique for computing solutions to the high-dimensional linear kinetic transport equation. The approach we propose is based on a macro-micro decomposition of the kinetic model in…

Numerical Analysis · Mathematics 2025-09-09 William A. Sands , Wei Guo , Jing-Mei Qiu , Tao Xiong

Low-rank methods for kinetic equations have attracted increasing attention due to their effectiveness in reducing the high dimensionality of phase space. In our previous work [G. Wang & J. Hu, J. Comput. Phys. 558 (2026) 114884], we…

Numerical Analysis · Mathematics 2026-05-18 Geshuo Wang , Jingwei Hu

We introduce new methods for integrating nonlinear differential equations on low-rank manifolds. These methods rely on interpolatory projections onto the tangent space, enabling low-rank time integration of vector fields that can be…

Numerical Analysis · Mathematics 2024-11-05 Alec Dektor

We introduce a new tensor integration method for time-dependent PDEs that controls the tensor rank of the PDE solution via time-dependent diffeomorphic coordinate transformations. Such coordinate transformations are generated by minimizing…

Numerical Analysis · Mathematics 2023-08-08 Alec Dektor , Daniele Venturi

We consider the problem of low-rank decomposition of incomplete multiway tensors. Since many real-world data lie on an intrinsically low dimensional subspace, tensor low-rank decomposition with missing entries has applications in many data…

Numerical Analysis · Computer Science 2016-08-24 Linxiao Yang , Jun Fang , Hongbin Li , Bing Zeng

This paper presents a rank-adaptive implicit-explicit integrator for the tensor approximation of three-dimensional convection-diffusion equations. In particular, the recently developed Reduced Augmentation Implicit Low-rank (RAIL)…

Numerical Analysis · Mathematics 2025-08-25 Joseph Nakao , Gianluca Ceruti , Lukas Einkemmer

In the realm of tensor optimization, the low-rank Tucker decomposition is crucial for reducing the number of parameters and for saving storage. We explore the geometry of Tucker tensor varieties -- the set of tensors with bounded Tucker…

Optimization and Control · Mathematics 2024-07-16 Bin Gao , Renfeng Peng , Ya-xiang Yuan

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

Layer factorization has emerged as a widely used technique for training memory-efficient neural networks. However, layer factorization methods face several challenges, particularly a lack of robustness during the training process. To…

Numerical Analysis · Mathematics 2025-02-06 Jonas Kusch , Steffen Schotthöfer , Alexandra Walter

Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…

Methodology · Statistics 2024-07-19 Yuefeng Han , Rong Chen , Dan Yang , Cun-Hui Zhang
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