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Related papers: A space-time adaptive low-rank method for high-dim…

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The existence and uniqueness of weak solutions to dynamical low-rank evolution problems for parabolic partial differential equations in two spatial dimensions is shown, covering also non-diagonal diffusion in the elliptic part. The proof is…

Numerical Analysis · Mathematics 2020-12-08 Markus Bachmayr , Henrik Eisenmann , Emil Kieri , André Uschmajew

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang

This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

Numerical Analysis · Mathematics 2014-07-21 Markus Bachmayr , Wolfgang Dahmen

Considering the space-time adaptive method for parabolic evolution equations introduced in [arXiv:2101.03956 [math.NA]], this work discusses an implementation of the method in which every step is of linear complexity. Exploiting the product…

Numerical Analysis · Mathematics 2021-04-20 Raymond van Venetië , Jan Westerdiep

We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…

Numerical Analysis · Mathematics 2025-07-22 Markus Bachmayr , Matthieu Dolbeault , Polina Sachsenmaier

We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…

Numerical Analysis · Mathematics 2017-04-04 Markus Bachmayr , Albert Cohen , Wolfgang Dahmen

We consider dynamical low-rank approximations to parabolic problems on higher-order tensor manifolds in Hilbert spaces. In addition to existence of solutions and their stability with respect to perturbations to the problem data, we show…

Numerical Analysis · Mathematics 2025-05-19 Markus Bachmayr , Henrik Eisenmann , André Uschmajew

In this work, an $r$-linearly converging adaptive solver is constructed for parabolic evolution equations in a simultaneous space-time variational formulation. Exploiting the product structure of the space-time cylinder, the family of trial…

Numerical Analysis · Mathematics 2022-05-26 Rob Stevenson , Raymond van Venetië , Jan Westerdiep

This article considers the error analysis of finite element discretizations and adaptive mesh refinement procedures for nonlocal dynamic contact and friction, both in the domain and on the boundary. For a large class of parabolic…

Numerical Analysis · Mathematics 2019-05-14 Heiko Gimperlein , Jakub Stocek

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

An adaptive algorithm, based on residual type a posteriori indicators of errors measured in $L^{\infty}(L^2)$ and $L^2(L^2)$ norms, for a numerical scheme consisting of implicit Euler method in time and discontinuous Galerkin method in…

Numerical Analysis · Mathematics 2013-03-12 Emmanuil H. Georgoulis , Juha M. Virtanen

We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

Numerical Analysis · Mathematics 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

Numerical Analysis · Mathematics 2025-09-22 Nicola Rares Franco

We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best…

Numerical Analysis · Mathematics 2014-01-23 Sebastian Kestler , Kristina Steih , Karsten Urban

We present a family of integral equation-based solvers for the heat equation, reaction-diffusion systems, the unsteady Stokes equation and the incompressible Navier-Stokes equations in two space dimensions. Our emphasis is on the…

Numerical Analysis · Mathematics 2025-12-01 Jun Wang , Jie Su , Leslie Greengard , Shidong Jiang , Shravan Veerapaneni

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…

Numerical Analysis · Mathematics 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

Numerical Analysis · Mathematics 2020-03-27 Y. Maday , O. Mula

We propose a high-order spacetime wavelet method for the solution of nonlinear partial differential equations with a user-prescribed accuracy. The technique utilizes wavelet theory with a priori error estimates to discretize the problem in…

Numerical Analysis · Mathematics 2025-01-14 Cody D. Cochran , Karel Matous

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

Numerical Analysis · Mathematics 2023-01-27 Sebastian Franz , Natalia Kopteva

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu
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