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The numerical approximation of partial differential equations (PDEs) poses formidable challenges in high dimensions since classical grid-based methods suffer from the so-called curse of dimensionality. Recent attempts rely on a combination…

Machine Learning · Computer Science 2023-07-31 Lorenz Richter , Leon Sallandt , Nikolas Nüsken

We consider the adaptive-rank integration of {2D and 3D} time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled…

Numerical Analysis · Mathematics 2025-10-02 Hamad El Kahza , Jing-Mei Qiu , Luis Chacon , William Taitano

Given observations of a physical system, identifying the underlying non-linear governing equation is a fundamental task, necessary both for gaining understanding and generating deterministic future predictions. Of most practical relevance…

Numerical Analysis · Mathematics 2020-03-02 A. Goeßmann , M. Götte , I. Roth , R. Sweke , G. Kutyniok , J. Eisert

This paper proposes an Adaptive-Growth Randomized Neural Network (AG-RaNN) method for computing multivalued solutions of nonlinear first-order PDEs with hyperbolic characteristics, including quasilinear hyperbolic balance laws and…

Numerical Analysis · Mathematics 2026-03-03 Haoning Dang , Shi Jin , Fei Wang

Tensor decomposition of high-dimensional data often struggles to capture semantically or physically meaningful structures, particularly when relying on reconstruction objectives and fixed-rank constraints. We introduce a no-rank tensor…

Machine Learning · Computer Science 2026-03-03 Maryam Bagherian

Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…

Machine Learning · Computer Science 2023-08-23 Jiani Liu , Qinghua Tao , Ce Zhu , Yipeng Liu , Johan A. K. Suykens

We introduce compositional tensor trains (CTTs) for the approximation of multivariate functions, a class of models obtained by composing low-rank functions in the tensor-train format. This format can encode standard approximation tools,…

Numerical Analysis · Mathematics 2025-12-23 Martin Eigel , Charles Miranda , Anthony Nouy , David Sommer

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

Tensor decomposition is a fundamental tool for analyzing multi-dimensional data by learning low-rank factors to represent high-order interactions. While recent works on temporal tensor decomposition have made significant progress by…

Machine Learning · Computer Science 2025-09-30 Panqi Chen , Lei Cheng , Jianlong Li , Weichang Li , Weiqing Liu , Jiang Bian , Shikai Fang

A adapted tensor-structured GMRES method for the TT format is proposed and investigated. The Tensor Train (TT) approximation is a robust approach to high-dimensional problems. One class of problems is solution of a linear system. In this…

Numerical Analysis · Mathematics 2012-06-26 Sergey V. Dolgov

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…

Numerical Analysis · Mathematics 2026-05-26 Yuhua Meng , Stephen S. -T. Yau , Zhiwen Zhang

Accurately solving high-dimensional partial differential equations (PDEs) remains a central challenge in computational mathematics. Traditional numerical methods, while effective in low-dimensional settings or on coarse grids, often…

Numerical Analysis · Mathematics 2025-05-26 Lucas Arenstein , Martin Mikkelsen , Michael Kastoryano

In this work we present recent results on application of low-rank tensor decompositions to modelling of aggregation kinetics taking into account multi-particle collisions (for three and more particles). Such kinetics can be described by…

Numerical Analysis · Mathematics 2020-08-18 Daniil A. Stefonishin , Sergey A. Matveev , Dmitry A. Zheltkov

This study aims to solve the over-reliance on the rank estimation strategy in the standard tensor factorization-based tensor recovery and the problem of a large computational cost in the standard t-SVD-based tensor recovery. To this end, we…

Machine Learning · Computer Science 2023-05-22 Jingjing Zheng , Wenzhe Wang , Xiaoqin Zhang , Xianta Jiang

An adaptive method for parabolic partial differential equations that combines sparse wavelet expansions in time with adaptive low-rank approximations in the spatial variables is constructed and analyzed. The method is shown to converge and…

Numerical Analysis · Mathematics 2024-02-02 Markus Bachmayr , Manfred Faldum

In this manuscript, we introduce the tensor-train reduced basis method, a novel projection-based reduced-order model designed for the efficient solution of parameterized partial differential equations. While reduced-order models are widely…

Numerical Analysis · Mathematics 2025-05-06 Nicholas Mueller , Yiran Zhao , Santiago Badia , Tiangang Cui

We present direct logarithmically optimal in theory and fast in practice algorithms to implement the tensor product high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. They…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Ilya Zlotnik

Matrix completion, the problem of completing missing entries in a data matrix with low dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog, that attempts to impute…

Numerical Analysis · Mathematics 2021-07-07 Zehan Chao , Longxiu Huang , Deanna Needell

This work proposes an efficient numerical approach for compressing a high-dimensional discrete distribution function into a non-negative tensor train (NTT) format. The two settings we consider are variational inference and density…

Numerical Analysis · Mathematics 2025-07-30 Xun Tang , Rajat Dwaraknath , Lexing Ying

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa
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