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This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Madeline Navarro , Sergio Rozada , Antonio G. Marques , Santiago Segarra

The dynamical low-rank approximation (DLRA) is used to treat high-dimensional problems that arise in such diverse fields as kinetic transport and uncertainty quantification. Even though it is well known that certain spatial and temporal…

Numerical Analysis · Mathematics 2021-07-16 Jonas Kusch , Lukas Einkemmer , Gianluca Ceruti

Tensor network techniques, known for their low-rank approximation ability that breaks the curse of dimensionality, are emerging as a foundation of new mathematical methods for ultra-fast numerical solutions of high-dimensional Partial…

In this work we present recent results on application of low-rank tensor decompositions to modelling of aggregation kinetics taking into account multi-particle collisions (for three and more particles). Such kinetics can be described by…

Numerical Analysis · Mathematics 2020-08-18 Daniil A. Stefonishin , Sergey A. Matveev , Dmitry A. Zheltkov

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

We propose a framework for discrete scientific data compression based on the tensor-train (TT) decomposition. Our approach is tailored to handle unstructured output data from discrete element method (DEM) simulations, demonstrating its…

Numerical Analysis · Mathematics 2022-10-18 Saibal De , Eduardo Corona , Paramsothy Jayakumar , Shravan Veerapaneni

Paper presents a new solver for numerical solution of the Boltzmann kinetic equation with Shakhov model collision integral (S-model) for arbitrary spatial domains. Numerical method utilizes Tensor-Train decomposition, which allows to reduce…

Numerical Analysis · Mathematics 2021-04-13 A. V. Chikitkin , E. K. Kornev , V. A. Titarev

Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…

Numerical Analysis · Mathematics 2019-12-17 Tobias Breiten , Sergey Dolgov , Martin Stoll

In this paper, we propose a domain decomposition dynamical low-rank method to solve high-dimensional radiative transfer problems and similar kinetic equations. The algorithm uses a separate low-rank approximation on each spatial subdomain,…

Numerical Analysis · Mathematics 2026-02-17 Stefan Brunner , Lukas Einkemmer , Terry Haut

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

In the present work, the Tensor-Train decomposition algorithm is applied to reduce the memory footprint of a stochastic discrete velocity solver for rarefied gas dynamics simulation. An energy-conserving modification to the algorithm is…

Fluid Dynamics · Physics 2023-03-28 Georgii Oblapenko

The tensor-train (TT) format is a data-sparse tensor representation commonly used in high dimensional function approximations arising from computational and data sciences. Various sequential and parallel TT decomposition algorithms have…

Numerical Analysis · Mathematics 2025-09-05 Tianyi Shi , Daniel Hayes , Jing-Mei Qiu

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

Machine Learning · Computer Science 2018-12-03 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

We investigate the application of tensor-train (TT) algorithms to multigroup thermal radiation transport (i.e., photon radiation transport). The TT framework enables simulations at discretizations that might otherwise be computationally…

Instrumentation and Methods for Astrophysics · Physics 2026-04-10 Aditya S. Deshpande , Patrick D. Mullen , Alex A. Gorodetsky , Joshua C. Dolence , Chad D. Meyer , Jonah M. Miller , Luke F. Roberts

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

Computing with discrete representations of high-dimensional probability distributions is fundamental to uncertainty quantification, Bayesian inference, and stochastic modeling. However, storing and manipulating such distributions suffers…

Numerical Analysis · Mathematics 2025-10-03 Gerhard Kirsten , Bilgesu Bilgin , Janith Petangoda , Phillip Stanley-Marbell

The numerical solution of parameter identification inverse problems for kinetic equations can exhibit high computational and memory costs. In this paper, we propose a dynamical low-rank scheme for the reconstruction of the scattering…

Numerical Analysis · Mathematics 2025-06-27 Lena Baumann , Lukas Einkemmer , Christian Klingenberg , Jonas Kusch

In the fields of control theory and machine learning, the dynamic low-rank approximation for large-scale matrices has received substantial attention. Considering large-scale semilinear stiff matrix differential equations, we propose…

Numerical Analysis · Mathematics 2025-10-14 Zi Wu , Yong-Liang Zhao , Xian-Ming Gu

Tensor train decomposition is one of the most powerful approaches for processing high-dimensional data. For low-rank tensor train decomposition of large tensors, the alternating least squares (ALS) algorithm is widely used by updating each…

Numerical Analysis · Mathematics 2023-09-18 Zhongming Chen , Huilin Jiang , Gaohang Yu , Liqun Qi

Tensor Train (TT) decompositions provide a powerful framework to compress grid-structured data, such as sampled function values, on regular Cartesian grids. Such high compression, in turn, enables efficient high-dimensional computations.…

Numerical Analysis · Mathematics 2026-01-08 Siddhartha E. Guzman , Egor Tiunov , Leandro Aolita