Related papers: Dynamic tensor approximation of high-dimensional n…
Single-stage or single-step high-order temporal discretizations of partial differential equations (PDEs) have shown great promise in delivering high-order accuracy in time with efficient use of computational resources. There has been much…
Recently, there has been a growing interest in efficient numerical algorithms based on tensor networks and low-rank techniques to approximate high-dimensional functions and solutions to high-dimensional PDEs. In this paper, we propose a new…
In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…
Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…
This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully…
In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
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…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…
Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…
In this paper, we introduce a new finite expression method (FEX) to solve high-dimensional partial integro-differential equations (PIDEs). This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel…
We present Tensor4D, an efficient yet effective approach to dynamic scene modeling. The key of our solution is an efficient 4D tensor decomposition method so that the dynamic scene can be directly represented as a 4D spatio-temporal tensor.…
Dynamical low-rank approximation (DLRA) is a widely used paradigm for solving large-scale matrix differential equations, as they arise, for example, from the discretization of time-dependent partial differential equations on tensorized…
We present a novel tensor interpolation algorithm for the time integration of nonlinear tensor differential equations (TDEs) on the tensor train and Tucker tensor low-rank manifolds, which are the building blocks of many tensor network…
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…
Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…
Dynamic mode decomposition (DMD) has become a powerful data-driven method for analyzing the spatiotemporal dynamics of complex, high-dimensional systems. However, conventional DMD methods are limited to matrix-based formulations, which…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…