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In a previous article we have shown how one can employ Artificial Neural Networks (ANNs) in order to solve non-homogeneous ordinary and partial differential equations. In the present work we consider the solution of eigenvalue problems for…

Quantum Physics · Physics 2009-10-30 I. E. Lagaris , A. Likas , D. I. Fotiadis

The eigenpair here means the twins consist of eigenvalue and its eigenvector. This paper introduces the three steps of our study on computing the maximal eigenpair. In the first two steps, we construct efficient initials for a known but…

General Mathematics · Mathematics 2017-11-29 Mu-Fa Chen

We present a novel deep learning method for computing eigenvalues of the fractional Schr\"odinger operator. Our approach combines a newly developed loss function with an innovative neural network architecture that incorporates prior…

Numerical Analysis · Mathematics 2023-08-29 Yixiao Guo , Pingbing Ming

Failure probability evaluation for complex physical and engineering systems governed by partial differential equations (PDEs) are computationally intensive, especially when high-dimensional random parameters are involved. Since standard…

Numerical Analysis · Mathematics 2019-08-06 Ke Li , Kejun Tang , Jinglai Li , Tianfan Wu , Qifeng Liao

Classical regression methods treat covariates as a vector and estimate a corresponding vector of regression coefficients. Modern applications in medical imaging generate covariates of more complex form such as multidimensional arrays…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li , Hongtu Zhu

Efficient solvers for tensor eigenvalue problems are important tools for the analysis of higher-order data sets. Here we introduce, analyze and demonstrate an extrapolation method to accelerate the widely used shifted symmetric higher order…

Numerical Analysis · Mathematics 2023-07-25 Sara Pollock , Rhea Shroff

We propose a flexible machine-learning framework for solving eigenvalue problems of diffusion operators in moderately large dimension. We improve on existing Neural Networks (NNs) eigensolvers by demonstrating our approach ability to…

Numerical Analysis · Mathematics 2022-07-08 Eric Simonnet , Mickaël D. Chekroun

In this paper, we propose and study a fast multilevel dimension iteration (MDI) algorithm for computing arbitrary $d$-dimensional integrals based on tensor product approximations. It reduces the computational complexity (in terms of the CPU…

Numerical Analysis · Mathematics 2022-10-26 Xiaobing Feng , Huicong Zhong

We consider an approximate computation of several minimal eigenpairs of large Hermitian matrices which come from high--dimensional problems. We use the tensor train format (TT) for vectors and matrices to overcome the curse of…

Numerical Analysis · Mathematics 2014-03-05 Sergey V. Dolgov , Boris N. Khoromskij , Ivan V. Oseledets , Dmitry V. Savostyanov

The real symmetric tridiagonal eigenproblem is of outstanding importance in numerical computations; it arises frequently as part of eigensolvers for standard and generalized dense Hermitian eigenproblems that are based on a reduction to…

Mathematical Software · Computer Science 2014-01-21 Matthias Petschow

We present a new Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix. It extends the power method and uses a new sampling method, the sewing method, that does a large state…

Statistical Mechanics · Physics 2008-07-09 T. E. Booth , J. E. Gubernatis

Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…

Computational Engineering, Finance, and Science · Computer Science 2016-03-22 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

We present a new numerical technique to solve large-scale eigenvalue problems. It is based on the projection technique, used in strongly correlated quantum many-body systems, where first an effective approximate model of smaller complexity…

Strongly Correlated Electrons · Physics 2015-05-19 Ralf Gamillscheg , Gundolf Haase , Wolfgang von der Linden

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

Partial differential equations frequently appear in the natural sciences and related disciplines. Solving them is often challenging, particularly in high dimensions, due to the "curse of dimensionality". In this work, we explore the…

Quantum Physics · Physics 2023-05-30 Lukas Mouton , Florentin Reiter , Ying Chen , Patrick Rebentrost

We describe algorithms for computing eigenpairs (eigenvalue--eigenvector) of a complex $n\times n$ matrix $A$. These algorithms are numerically stable, strongly accurate, and theoretically efficient (i.e., polynomial-time). We do not…

Numerical Analysis · Mathematics 2014-10-02 Peter Bürgisser , Felipe Cucker

Many classical Computer Vision problems, such as essential matrix computation and pose estimation from 3D to 2D correspondences, can be tackled by solving a linear least-square problem, which can be done by finding the eigenvector…

Computer Vision and Pattern Recognition · Computer Science 2020-04-20 Zheng Dang , Kwang Moo Yi , Yinlin Hu , Fei Wang , Pascal Fua , Mathieu Salzmann

We present a brief survey on the modern tensor numerical methods for multidimensional stationary and time-dependent partial differential equations (PDEs). The guiding principle of the tensor approach is the rank-structured separable…

Numerical Analysis · Mathematics 2014-08-19 Boris N. Khoromskij

In this paper, we propose a general framework for solving high-dimensional partial differential equations with tensor networks. Our approach uses Monte-Carlo simulations to update the solution and re-estimates the new solution from samples…

Numerical Analysis · Mathematics 2025-12-12 Yian Chen , Yuehaw Khoo , Ziang Yu

We consider two hypothesis testing problems for low-rank and high-dimensional tensor signals, namely the tensor signal alignment and tensor signal matching problems. These problems are challenging due to the high dimension of tensors and…

Methodology · Statistics 2026-02-10 Ruihan Liu , Zhenggang Wang , Jianfeng Yao