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Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…
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…
Thermal radiative transfer (TRT) presents significant computational challenges due to the stiff, nonlinear coupling between radiation and material energy, particularly in multigroup, high-fidelity transport models. In this work, we develop…
In this paper, we present new convex relaxations for nonconvex quadratically constrained quadratic programming (QCQP) problems. While recent research has focused on strengthening convex relaxations using reformulation-linearization…
In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…
The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…
We propose an efficient implementation of the numerical tensor-train (TT) based algorithm solving the multicomponent coagulation equation preserving the nonnegativeness of solution. Unnatural negative elements in the constructed…
Tensor network (TN), a young mathematical tool of high vitality and great potential, has been undergoing extremely rapid developments in the last two decades, gaining tremendous success in condensed matter physics, atomic physics, quantum…
Finite elasticity problems commonly include material and geometric nonlinearities and are solved using various numerical methods. However, for highly nonlinear problems, achieving convergence is relatively difficult and requires small load…
We introduce a family of numerical algorithms for the solution of linear system in higher dimensions with the matrix and right hand side given and the solution sought in the tensor train format. The proposed methods are rank--adaptive and…
Emerging tensor network techniques for solutions of Partial Differential Equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultrafast numerical solutions of high-dimensional…
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…
Nonlinear filtering with correlated noise leads to a Duncan-Mortensen-Zakai (DMZ) equation in the form of a stochastic partial differential equation (SPDE). Unlike the independent noise case, the presence of correlation prevents the…
In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…
This paper investigates the low-rank tensor completion problem, which is about recovering a tensor from partially observed entries. We consider this problem in the tensor train format and extend the preconditioned metric from the matrix…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…
Tensor networks are a class of algorithms aimed at reducing the computational complexity of high-dimensional problems. They are used in an increasing number of applications, from quantum simulations to machine learning. Exploiting data…
In this paper, we consider the tensor eigenvalue complementarity problem which is closely related to the optimality conditions for polynomial optimization, as well as a class of differential inclusions with nonconvex processes. By…
While first-order optimization methods such as stochastic gradient descent (SGD) are popular in machine learning (ML), they come with well-known deficiencies, including relatively-slow convergence, sensitivity to the settings of…