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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…

Accurately solving high-dimensional partial differential equations (PDEs) remains a central challenge in computational mathematics. Traditional numerical methods, while effective in low-dimensional settings or on coarse grids, often…

Numerical Analysis · Mathematics 2025-05-26 Lucas Arenstein , Martin Mikkelsen , Michael Kastoryano

Nonlinear filtering with correlated noise leads to a Duncan-Mortensen-Zakai (DMZ) equation in the form of a stochastic partial differential equation (SPDE). Unlike the independent noise case, the presence of correlation prevents the…

Numerical Analysis · Mathematics 2026-05-26 Yuhua Meng , Stephen S. -T. Yau , Zhiwen Zhang

Emerging tensor network techniques for solutions of Partial Differential Equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultrafast numerical solutions of high-dimensional…

Numerical Analysis · Mathematics 2024-02-29 Dibyendu Adak , Duc P. Truong , Gianmarco Manzini , Kim Ø. Rasmussen , Boian S. Alexandrov

Quantized tensor trains (QTTs) are a multiscale computational framework that can potentially reduce the computational cost of solving partial differential equations and initial value problems by making low-rank approximations. However, its…

Computational Physics · Physics 2026-05-14 Erika Ye

We derive rank bounds on the quantized tensor train (QTT) compressed approximation of singularly perturbed reaction diffusion partial differential equations (PDEs) in one dimension. Specifically, we show that, independently of the scale of…

Numerical Analysis · Mathematics 2020-10-15 Carlo Marcati , Maxim Rakhuba , Johan E. M. Ulander

We present a quantum-inspired solver for the one-dimensional Gross-Pitaevskii equation in the Quantics Tensor-Train (QTT) representation. By evolving the system entirely within a low-rank tensor manifold, the method sidesteps the memory and…

This work presents a comparative study of new and existing optimization and diagonalization methods for solving time-independent partial differential equations (PDEs) using matrix product states (MPS) in the quantized tensor-train formalism…

Quantum Physics · Physics 2026-02-17 Paula García-Molina , Luca Tagliacozzo , Juan José García-Ripoll

Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in a higher dimension by addressing the curse of…

High-dimensional partial differential equations (PDEs) are ubiquitous in economics, science and engineering. However, their numerical treatment poses formidable challenges since traditional grid-based methods tend to be frustrated by the…

Machine Learning · Statistics 2021-07-20 Lorenz Richter , Leon Sallandt , Nikolas Nüsken

The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

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

In the last two decades, increased need for high-fidelity simulations of the time evolution and propagation of forces in granular media has spurred renewed interest in discrete element method (DEM) modeling of frictional contact. Force…

Numerical Analysis · Mathematics 2018-08-09 Eduardo Corona , David Gorsich , Paramsothy Jayakumar , Shravan Veerapaneni

The numerical approximation of partial differential equations (PDEs) poses formidable challenges in high dimensions since classical grid-based methods suffer from the so-called curse of dimensionality. Recent attempts rely on a combination…

Machine Learning · Computer Science 2023-07-31 Lorenz Richter , Leon Sallandt , Nikolas Nüsken

We present a new rank-adaptive tensor method to compute the numerical solution of high-dimensional nonlinear PDEs. The method combines functional tensor train (FTT) series expansions, operator splitting time integration, and a new…

Numerical Analysis · Mathematics 2021-04-27 Alec Dektor , Abram Rodgers , Daniele Venturi

In this article, we design an original solver based on Quantized Tensor Trains (QTT) for linear elliptic equations with heterogeneous coefficient field, that allows for extremely fine meshes. It can achieve full-field simulations in…

Numerical Analysis · Mathematics 2026-05-22 Marc Josien , Anas El Hachimi , Isabelle Ramière

In this paper, we present a new space-time Petrov-Galerkin-like method. This method utilizes a mixed formulation of Tensor Train (TT) and Quantized Tensor Train (QTT), designed for the spectral element discretization (Q1-SEM) of the…

Discrete tensor train decomposition is widely employed to mitigate the curse of dimensionality in solving high-dimensional PDEs through traditional methods. However, the direct application of the tensor train method typically requires…

Numerical Analysis · Mathematics 2025-10-16 Yani Feng , Michael K. Ng , Kejun Tang , Zhiwen Zhang

Correlation functions of quantum systems -- central objects in quantum field theories -- are defined in high-dimensional space-time domains. Their numerical treatment thus suffers from the curse of dimensionality, which hinders the…

Strongly Correlated Electrons · Physics 2023-05-01 Hiroshi Shinaoka , Markus Wallerberger , Yuta Murakami , Kosuke Nogaki , Rihito Sakurai , Philipp Werner , Anna Kauch

We introduce a fully discrete scheme to solve a class of high-dimensional Mean Field Games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train (TT) decompositions to tame the curse of dimensionality. By…

Numerical Analysis · Mathematics 2026-04-02 Elisabetta Carlini , Luca Saluzzi
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