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An efficient compression technique based on hierarchical tensors for popular option pricing methods is presented. It is shown that the "curse of dimensionality" can be alleviated for the computation of Bermudan option prices with the Monte…

Computational Finance · Quantitative Finance 2021-03-09 Christian Bayer , Martin Eigel , Leon Sallandt , Philipp Trunschke

In this study, a novel feature coding method that exploits invariance for transformations represented by a finite group of orthogonal matrices is proposed. We prove that the group-invariant feature vector contains sufficient discriminative…

Computer Vision and Pattern Recognition · Computer Science 2023-03-09 Yusuke Mukuta , Tatsuya Harada

The harmonic product of tensors---leading to the concept of harmonic factorization---has been defined in a previous work (Olive et al, 2017). In the practical case of 3D crack density measurements on thin or thick walled structures, this…

Classical Physics · Physics 2019-04-25 Rodrigue Desmorat , Boris Desmorat , Marc Olive , Boris Kolev

Duality relations for the 2D nonhomogeneous Ising model on the finite square lattice wrapped on the torus are obtained. The partition function of the model on the dual lattice with arbitrary combinations of the periodical and antiperiodical…

High Energy Physics - Theory · Physics 2007-05-23 Anatolij I. Bugrij , Vitalij N. Shadura

We investigate the phase transition of the four-dimensional Ising model with two types of tensor network scheme, one is the higher-order tensor renormalization group and the other is the anisotropic tensor renormalization group. The results…

High Energy Physics - Lattice · Physics 2020-09-28 Shinichiro Akiyama , Yoshinobu Kuramashi , Takumi Yamashita , Yusuke Yoshimura

We present a numerical implementation of the density matrix renormalization group (DMRG) using the discrete variable representation (DVR) basis set. One main advantage of using the local DVR basis sets is that the computations of…

Quantum Physics · Physics 2024-11-13 Bing Gu

We perform a duality transformation that allows one to express the partition function of the d-dimensional Ising model with random nearest neighbor coupling in terms of new spin variables defined on the square plaquettes of the lattice. The…

Condensed Matter · Physics 2009-10-28 M. Serva , G. Paladin , J. Raboanary

We propose a forward-mode automatic differentiation (AD) framework for tensor renormalization group (TRG) methods. In this approach, evaluating the derivatives of the partition function up to order $k$ increases the matrix-multiplication…

High Energy Physics - Lattice · Physics 2026-02-12 Yuto Sugimoto

We show that the time-dependent variational principle provides a unifying framework for time-evolution methods and optimisation methods in the context of matrix product states. In particular, we introduce a new integration scheme for…

Quantum Physics · Physics 2016-10-19 Jutho Haegeman , Christian Lubich , Ivan Oseledets , Bart Vandereycken , Frank Verstraete

The strongly correlated fermions play a vital role in modern physics. For a given fermionic Hamiltonian system, the most widely used approach to explore the underlying physics is to study the wave function that incorporates Fermi-Dirac…

Strongly Correlated Electrons · Physics 2026-04-08 Jian-Gang Kong , Zhi Yuan Xie

A close connection of reverse plane partitions with an integrable dynamical system called the discrete two-dimensional (2D) Toda molecule is clarified. It is shown that a multiplicative partition function for reverse plane partition of…

Combinatorics · Mathematics 2017-01-25 Shuhei Kamioka

The channel-decomposed functional renormalization group (FRG) approach, most recently in the variant of truncated-unity-(TU-)FRG, has so far been used for various two-dimensional model systems. Yet, for many interesting material systems the…

Strongly Correlated Electrons · Physics 2020-11-11 Jannis Ehrlich , Carsten Honerkamp

We present divERGe, an open source, high-performance C/C++/Python library for functional renormalization group (FRG) calculations on lattice fermions. The versatile model interface is tailored to real materials applications and seamlessly…

Strongly Correlated Electrons · Physics 2024-05-13 Jonas B. Profe , Dante M. Kennes , Lennart Klebl

Novel randomness-induced disordered ground states in two-dimensional (2D) quantum spin systems have been attracting much interest. For quantitative analysis of such random quantum spin systems, one of the most promising numerical approaches…

Strongly Correlated Electrons · Physics 2020-11-03 Kouichi Seki , Toshiya Hikihara , Kouichi Okunishi

In this work, the dual-weighted residual method is applied to a space-time formulation of nonstationary Stokes and Navier-Stokes flow. Tensor-product space-time finite elements are being used to discretize the variational formulation with…

Numerical Analysis · Mathematics 2022-10-07 Julian Roth , Jan Philipp Thiele , Uwe Köcher , Thomas Wick

We study the symmetric outer product decomposition which decomposes a fully (partially) symmetric tensor into a sum of rank-one fully (partially) symmetric tensors. We present iterative algorithms for the third-order partially symmetric…

Numerical Analysis · Mathematics 2013-12-31 Na Li , Carmeliza Navasca

Total Generalized Variation (TGV) has recently been proven certainly successful in image processing for preserving sharp features as well as smooth transition variations. However, none of the existing works aims at numerically calculating…

Computational Geometry · Computer Science 2021-06-09 Zheng Liu , YanLei Li , Weina Wang , Ligang Liu , Renjie Chen

Tensor train (TT) decomposition is a powerful representation for high-order tensors, which has been successfully applied to various machine learning tasks in recent years. However, since the tensor product is not commutative, permutation of…

Numerical Analysis · Computer Science 2017-05-31 Qibin Zhao , Masashi Sugiyama , Andrzej Cichocki

Recent studies have demonstrated the great potential of reduced order modeling for parametric dynamical systems using low-rank tensor decompositions (LRTD). In particular, within the framework of interpolatory tensorial reduced order models…

Numerical Analysis · Mathematics 2025-10-14 Alexander V. Mamonov , Maxim A. Olshanskii

We propose a new renormalization scheme of tensor networks made only of third order tensors. The isometry used for coarse-graining the network can be prepared at an $O(D^6)$ computational cost in any $d$ dimension ($d \ge 2$), where $D$ is…

High Energy Physics - Lattice · Physics 2019-12-06 Daisuke Kadoh , Katsumasa Nakayama
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