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In this article, we derive a semi-Lagrangian scheme for the solution of the Vlasov equation represented as a low-parametric tensor. Grid-based methods for the Vlasov equation have been shown to give accurate results but their use has mostly…

Numerical Analysis · Mathematics 2019-03-05 Katharina Kormann

In this work, we develop a space--time Chebyshev spectral collocation method for three-dimensional Maxwell's equations and combine it with tensor-network techniques in Tensor-Train (TT) format. Under constant material parameters, the…

Numerical Analysis · Mathematics 2025-12-18 Dibyendu Adak , Rujeko Chinomona , Duc P. Truong , Oleg Korobkin , Kim Ø. Rasmussen , Boian S. Alexandrov

Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…

Numerical Analysis · Mathematics 2025-02-21 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

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

In this paper, we present a nonnested augmented subspace algorithm and its multilevel correction method for solving eigenvalue problems with curved interfaces. The augmented subspace algorithm and the corresponding multilevel correction…

Numerical Analysis · Mathematics 2020-11-17 Haikun Dang , Hehu Xie , Gang Zhao , Chenguang Zhou

We propose inexact subspace iteration for solving high-dimensional eigenvalue problems with low-rank structure. Inexactness stems from low-rank compression, enabling efficient representation of high-dimensional vectors in a low-rank tensor…

Numerical Analysis · Mathematics 2025-10-16 Alec Dektor , Peter DelMastro , Erika Ye , Roel Van Beeumen , Chao Yang

This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…

Numerical Analysis · Mathematics 2020-06-11 Yousef Saad , Mohamed El-Guide , Agnieszka Międlar

In this paper, we propose a new trace finite element method for the {Laplace-Beltrami} eigenvalue problem. The method is proposed directly on a smooth manifold which is implicitly given by a level-set function and require high order…

Numerical Analysis · Mathematics 2022-01-17 Song Lu , Xianmin Xu

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

We propose an algorithm for solution of high-dimensional evolutionary equations (ODEs and discretized time-dependent PDEs) in the Tensor Train (TT) decomposition, assuming that the solution and the right-hand side of the ODE admit such a…

Numerical Analysis · Mathematics 2017-10-05 Sergey V. Dolgov

This paper presents a numerical framework for the low-rank approximation of the solution to three-dimensional parabolic problems. The key contribution of this work is the tensorization process based on a tensor-train reformulation of the…

Numerical Analysis · Mathematics 2025-09-15 Gianmarco Manzini , Tommaso Sorgente

In this paper, we propose a Tensor Train Neighborhood Preserving Embedding (TTNPE) to embed multi-dimensional tensor data into low dimensional tensor subspace. Novel approaches to solve the optimization problem in TTNPE are proposed. For…

Machine Learning · Computer Science 2018-05-09 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron

Many new possibilities to observe and use novel physical effects are discovered at so called exceptional points (EPs). This is done by using parity-time (PT) -symmetric non-Hermitian systems and balancing gains and losses. When combined…

Applied Physics · Physics 2023-03-06 Jianlan Xie , Shaohua Dong , Bei Yan , Yuchen Peng , Jianjun Liu , Chengwei Qiu , Shuangchun Wen

Tensor train (TT) decomposition represents an $N$-order tensor using $O(N)$ matrices (i.e., factors) of small dimensions, achieved through products among these factors. Due to its compact representation, TT decomposition has found wide…

Optimization and Control · Mathematics 2024-10-22 Zhen Qin , Zhihui Zhu

In this paper, a full (nested) multigrid scheme is proposed to solve eigenvalue problems. The idea here is to use the multilevel correction method to transform the solution of eigenvalue problem to a series of solutions of the corresponding…

Numerical Analysis · Mathematics 2015-06-23 Hehu Xie

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

In this paper, a new type of multi-level correction scheme is proposed for solving eigenvalue problems by finite element method. With this new scheme, the accuracy of eigenpair approximations can be improved after each correction step which…

Numerical Analysis · Mathematics 2011-07-04 Qun Lin , Hehu Xie

In this paper, we compute the eigenvalue problem (EVP) for the semiclassical random Schr\"odinger operators, where the random potentials are parameterized by an infinite series of random variables. After truncating the series, we introduce…

Numerical Analysis · Mathematics 2025-02-12 Panchi Li , Zhiwen Zhang

In this paper, we propose a semigroup method for solving high-dimensional elliptic partial differential equations (PDEs) and the associated eigenvalue problems based on neural networks. For the PDE problems, we reformulate the original…

Numerical Analysis · Mathematics 2022-01-14 Haoya Li , Lexing Ying

Machine-learning interatomic potentials (MLIPs) have made a significant contribution to the recent progress in the fields of computational materials and chemistry due to the MLIPs' ability of accurately approximating energy landscapes of…

Computational Physics · Physics 2024-09-20 Max Hodapp , Alexander Shapeev