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In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Numerical Analysis · Mathematics 2021-12-13 Weinan E , Jiequn Han , Arnulf Jentzen

The design and application of regression-free tensor network representations for integration is presented. Tensor network methods are demonstrated to outperform Monte Carlo for test problems, and exponential convergence is shown to be…

Numerical Analysis · Mathematics 2022-02-22 Sebastian Cassel

We present a novel, global algorithm for solving polynomial multiparameter eigenvalue problems (PMEPs) by leveraging a hidden variable tensor Dixon resultant framework. Our method transforms a PMEP into one or more univariate polynomial…

Numerical Analysis · Mathematics 2025-04-01 Emil Graf , Alex Townsend

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-12-17 Hesam T. Dashti , Alireza F. Siahpirani , Liya Wang , Mary Kloc , Amir H. Assadi

The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…

Numerical Analysis · Mathematics 2020-03-02 Ning Zhang , Xiaole Han , Yunhui He , Hehu Xie , Chun'guang You

In this work, we introduce an interior-point method that employs tensor decompositions to efficiently represent and manipulate the variables and constraints of semidefinite programs, targeting problems where the solutions may not be…

Optimization and Control · Mathematics 2025-09-16 Frederik Kelbel , Sergey Dolgov , Dante Kalise , Alessandra Russo

A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…

Numerical Analysis · Mathematics 2020-08-19 Fei Xu , Hehu Xie , Ning Zhang

In this paper, we propose a subspace method based on neural networks for eigenvalue problems with high accuracy and low cost. We first construct a neural network-based orthogonal basis by some deep learning method and dimensionality…

Numerical Analysis · Mathematics 2026-01-21 Xiaoying Dai , Yunying Fan , Zhiqiang Sheng

We propose an algorithm for general nonlinear eigenvalue problems to compute physically relevant eigenvalues within a chosen contour. Eigenvalue information is explored by contour integration incorporating different weight functions. The…

Computational Physics · Physics 2020-11-19 Felix Binkowski , Lin Zschiedrich , Sven Burger

The theory of eigenvalues and eigenvectors is one of the fundamental and essential components in tensor analysis. Computing the dominant eigenpair of an essentially nonnegative tensor is an important topic in tensor computation because of…

Numerical Analysis · Mathematics 2022-01-03 Xingbang Cui , Liping Zhang

In this paper, we propose a method for computing eigenvalues of elliptic problems using Deep Learning techniques. A key feature of our approach is that it is independent of the space dimension and can compute arbitrary eigenvalues without…

Numerical Analysis · Mathematics 2026-03-04 Julian Fernandez Bonder , Ariel M. Salort

The purpose of this paper is to study the problem of computing unitary eigenvalues (U-eigenvalues) of non-symmetric complex tensors. By means of symmetric embedding of complex tensors, the relationship between U-eigenpairs of a…

Quantum Physics · Physics 2019-07-02 Mengshi Zhang , Guyan Ni , Guofeng Zhang

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

In this paper, we propose the tensor Noda iteration (NI) and its inexact version for solving the eigenvalue problem of a particular class of tensor pairs called generalized $\mathcal{M}$-tensor pairs. A generalized $\mathcal{M}$-tensor pair…

Numerical Analysis · Mathematics 2023-03-03 Wanli Ma , Weiyang Ding , Yimin Wei

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and…

Optimization and Control · Mathematics 2022-07-13 Wei Zhang , Tiejun Li , Christof Schütte

This paper introduces a tensor neural network (TNN) to address nonparametric regression problems, leveraging its distinct sub-network structure to effectively facilitate variable separation and enhance the approximation of complex,…

Machine Learning · Statistics 2024-09-16 Yongxin Li , Yifan Wang , Zhongshuo Lin , Hehu Xie

In this paper, we give a numerical analysis for the transmission eigenvalue problem by the finite element method. A type of multilevel correction method is proposed to solve the transmission eigenvalue problem. The multilevel correction…

Numerical Analysis · Mathematics 2016-04-26 Hehu Xie , Xinming Wu

In many applications, the information about the number of eigenvalues inside a given region is required. In this paper, we propose a contour-integral based method for this purpose. The new method is motivated by two findings. There exist…

Numerical Analysis · Mathematics 2015-05-19 Guojian Yin

Many computational problems can be formulated in terms of high-dimensional functions. Simple representations of such functions and resulting computations with them typically suffer from the "curse of dimensionality", an exponential cost…

Numerical Analysis · Mathematics 2022-09-16 Ruojing Peng , Johnnie Gray , Garnet Kin-Lic Chan