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In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

Numerical Analysis · Mathematics 2016-06-20 Jonas Ballani , Daniel Kressner , Michael Peters

We propose and study a class of novel algorithms that aim at solving bilinear and quadratic inverse problems. Using a convex relaxation based on tensorial lifting, and applying first-order proximal algorithms, these problems could be solved…

Optimization and Control · Mathematics 2021-03-19 Robert Beinert , Kristian Bredies

The tensor power method generalizes the matrix power method to higher order arrays, or tensors. Like in the matrix case, the fixed points of the tensor power method are the eigenvectors of the tensor. While every real symmetric matrix has…

Numerical Analysis · Mathematics 2025-03-28 Tommi Muller , Elina Robeva , Konstantin Usevich

We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which…

Numerical Analysis · Mathematics 2020-07-07 Britta Schmitt , Boris N. Khoromskij , Venera Khoromskaia , Volker Schulz

In general, matrix or tensor-valued functions are approximated using the method developed for vector-valued functions by transforming the matrix-valued function into vector form. This paper proposes a tensor-based interpolation method to…

Numerical Analysis · Mathematics 2026-05-08 Brij Nandan Tripathi , Hanumant Singh Shekhawat , Seip Weiland

A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…

Optimization and Control · Mathematics 2021-03-17 Sergey Dolgov , Dante Kalise , Karl Kunisch

We study the asymptotics of singular values and singular functions of a Finite Hilbert transform (FHT), which is defined on several intervals. Transforms of this kind arise in the study of the interior problem of tomography. We suggest a…

Spectral Theory · Mathematics 2014-03-10 Marco Bertola , Alexander Katsevich , Alex Tovbis

Here we utilize a low-rank tensor model (LTM) as a function approximator, combined with the gradient descent method, to solve eigenvalue problems including the Laplacian operator and the harmonic oscillator. Experimental results show the…

Machine Learning · Computer Science 2023-02-02 Jun Hu , Pengzhan Jin

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 this paper, based on the combination of tensor neural network and a posteriori error estimator, a novel type of machine learning method is proposed to solve high-dimensional boundary value problems with homogeneous and non-homogeneous…

Numerical Analysis · Mathematics 2024-05-07 Yifan Wang , Zhongshuo Lin , Yangfei Liao , Haochen Liu , Hehu Xie

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…

Machine Learning · Statistics 2017-08-03 Masaaki Imaizumi , Takanori Maehara , Kohei Hayashi

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

A method for approximate solution of spectral problems for Sturm-Liouville equations based on the construction of the Delsarte transmutation operators is presented. In fact the problem of numerical approximation of solutions and eigenvalues…

Classical Analysis and ODEs · Mathematics 2014-08-21 Vladislav V. Kravchenko , Sergii M. Torba

The Schrodinger equation with the PT-symmetric Hulthen potential is solved exactly by taking into account effect of the centrifugal barrier for any l-state. Eigenfunctions are obtained in terms of the Jacobi polynomials. The…

Quantum Physics · Physics 2007-09-10 Sameer M. Ikhdair , Ramazan Sever

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

Computing effective eigenvalues for neutron transport often requires a fine numerical resolution. The main challenge of such computations is the high memory effort of classical solvers, which limits the accuracy of chosen discretizations.…

Numerical Analysis · Mathematics 2022-09-28 Jonas Kusch , Benjamin Whewell , Ryan McClarren , Martin Frank

This paper is concerned with the low Tucker-rank tensor completion problem, which is about reconstructing a tensor $ T \in\mathbb{R}^{n\times n \times n}$ of low multilinear rank from partially observed entries. Riemannian optimization…

Optimization and Control · Mathematics 2023-08-03 Haifeng Wang , Jinchi Chen , Ke Wei

Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetric eigenvalue problems) and Petrov-Galerkin projection (for…

Numerical Analysis · Mathematics 2025-10-07 Irina-Beatrice Haas , Yuji Nakatsukasa

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…

Numerical Analysis · Mathematics 2017-10-25 Benjamin Huber , Reinhold Schneider , Sebastian Wolf