Related papers: Tensor train methods for high-dimensional nonlinea…
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…
We propose a multilevel tensor-train (TT) framework for solving nonlinear partial differential equations (PDEs) in a global space-time formulation. While space-time TT solvers have demonstrated significant potential for compressed…
In this paper, we establish an \textit{a priori} estimate for arbitrary-order derivatives of the solution to the pathwise robust Duncan-Mortensen-Zakai (DMZ) equation within the framework of weighted Sobolev spaces. The weight function,…
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…
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…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
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…
We propose an algorithm for solution of high-dimensional evolutionary equations (ODEs and discretized time-dependent PDEs) in the Tensor Train (TT) decomposition, assuming that the solution and the right-hand side of the ODE admit such a…
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…
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)…
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…
Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…
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…
In this work we propose an efficient black-box solver for two-dimensional stationary diffusion equations, which is based on a new robust discretization scheme. The idea is to formulate an equation in a certain form without derivatives with…
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…
Tensor networks, particularly the tensor train (TT) format, have emerged as powerful tools for high-dimensional computations in physics and computer science. In solving coupled differential equations, such as those arising from stochastic…
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…
When solving the time-dependent radiative transport equation (RTE), implicit time discretization is often employed for its robustness and stability. This results in a sequence of steady-state RTEs with identical cross-sections but varying…
A adapted tensor-structured GMRES method for the TT format is proposed and investigated. The Tensor Train (TT) approximation is a robust approach to high-dimensional problems. One class of problems is solution of a linear system. In this…
Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…