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Dynamical low-rank approximation (DLRA) is a widely used paradigm for solving large-scale matrix differential equations, as they arise, for example, from the discretization of time-dependent partial differential equations on tensorized…

Numerical Analysis · Mathematics 2025-10-23 Benjamin Carrel , Daniel Kressner , Hei Yin Lam , Bart Vandereycken

We present a novel tensor interpolation algorithm for the time integration of nonlinear tensor differential equations (TDEs) on the tensor train and Tucker tensor low-rank manifolds, which are the building blocks of many tensor network…

Numerical Analysis · Mathematics 2024-06-12 Behzad Ghahremani , Hessam Babaee

The dynamical low-rank approximation of time-dependent matrices is a low-rank factorization updating technique. It leads to differential equations for factors of the matrices, which need to be solved numerically. We propose and analyze a…

Numerical Analysis · Mathematics 2013-01-09 Christian Lubich , Ivan Oseledets

We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…

Numerical Analysis · Mathematics 2020-10-06 Gianluca Ceruti , Christian Lubich

The numerical solution of kinetic equations is challenging due to the high dimensionality of the underlying phase space. In this paper, we develop a dynamical low-rank method based on the projector-splitting integrator in tensor-train (TT)…

Numerical Analysis · Mathematics 2026-03-31 Geshuo Wang , Jingwei Hu

Dynamical low-rank approximation in the Tucker tensor format of given large time-dependent tensors and of tensor differential equations is the subject of this paper. In particular, a discrete time integration method for rank-constrained…

Numerical Analysis · Mathematics 2017-09-11 Christian Lubich , Bart Vandereycken , Hanna Walach

Spectral methods provide highly accurate numerical solutions for partial differential equations, exhibiting exponential convergence with the number of spectral nodes. Traditionally, in addressing time-dependent nonlinear problems, attention…

Numerical Analysis · Mathematics 2024-06-05 Dibyendu Adak , M. Engin Danis , Duc P. Truong , Kim Ø. Rasmussen , Boian S. Alexandrov

A robust and efficient time integrator for dynamical tensor approximation in the tensor train or matrix product state format is presented. The method is based on splitting the projector onto the tangent space of the tensor manifold. The…

Numerical Analysis · Mathematics 2015-05-27 Christian Lubich , Ivan Oseledets , Bart Vandereycken

A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…

Numerical Analysis · Mathematics 2024-09-23 Gianluca Ceruti , Christian Lubich

Function approximation from input and output data is one of the most investigated problems in signal processing. This problem has been tackled with various signal processing and machine learning methods. Although tensors have a rich history…

Statistics Theory · Mathematics 2023-02-16 Christina Auer , Thomas Paireder , Oliver Ploder , Oliver Lang , Mario Huemer

In this paper we extend the hierarchical model reduction framework based on reduced basis techniques for the application to nonlinear partial differential equations. The major new ingredient to accomplish this goal is the introduction of…

Numerical Analysis · Mathematics 2017-02-27 Kathrin Smetana , Mario Ohlberger

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

Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations (PDEs). However, the combination of non-linearity and stiffness may introduce…

Numerical Analysis · Mathematics 2023-03-21 Abram Rodgers , Daniele Venturi

Low-rank methods for kinetic equations have attracted increasing attention due to their effectiveness in reducing the high dimensionality of phase space. In our previous work [G. Wang & J. Hu, J. Comput. Phys. 558 (2026) 114884], we…

Numerical Analysis · Mathematics 2026-05-18 Geshuo Wang , Jingwei Hu

The tensor-train (TT) format is a data-sparse tensor representation commonly used in high dimensional data approximations. In order to represent data with interpretability in data science, researchers develop data-centric skeletonized low…

Numerical Analysis · Mathematics 2026-02-10 Daniel Hayes , Jing-Mei Qiu , Tianyi Shi

We introduce two novel interpolatory dynamical low-rank (DLR) approximation methods for the efficient time integration of the Boltzmann-BGK equation. Both methods overcome limitations of classic DLR schemes based on orthogonal projections…

Numerical Analysis · Mathematics 2025-08-21 Alec Dektor , Lukas Einkemmer

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

Linear projection schemes like Proper Orthogonal Decomposition can efficiently reduce the dimensions of dynamical systems but are naturally limited, e.g., for convection-dominated problems. Nonlinear approaches have shown to outperform…

Dynamical Systems · Mathematics 2022-10-03 Peter Benner , Pawan Goyal , Jan Heiland , Igor Pontes

We show how to construct nonnegative low-rank approximations of nonnegative tensors in Tucker and tensor train formats. We use alternating projections between the nonnegative orthant and the set of low-rank tensors, using STHOSVD and TTSVD…

Numerical Analysis · Mathematics 2023-04-25 Azamat Sultonov , Sergey Matveev , Stanislav Budzinskiy

Dynamical low-rank approximation by tree tensor networks is studied for the data-sparse approximation to large time-dependent data tensors and unknown solutions of tensor differential equations. A time integration method for tree tensor…

Numerical Analysis · Mathematics 2020-08-24 Gianluca Ceruti , Christian Lubich , Hanna Walach
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