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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…

数值分析 · 数学 2024-09-23 Gianluca Ceruti , Christian Lubich

Quantifying uncertainties in hyperbolic equations is a source of several challenges. First, the solution forms shocks leading to oscillatory behaviour in the numerical approximation of the solution. Second, the number of unknowns required…

数值分析 · 数学 2021-05-11 Jonas Kusch , Gianluca Ceruti , Lukas Einkemmer , Martin Frank

The numerical solution of partial differential equations is at the heart of many grand challenges in supercomputing. Solvers based on high-order discontinuous Galerkin (DG) discretisation have been shown to scale on large supercomputers…

数学软件 · 计算机科学 2020-11-12 Carsten Uphoff , Michael Bader

We consider dynamical low-rank approximation (DLRA) for the numerical simulation of Vlasov--Poisson equations based on separation of space and velocity variables, as proposed in several recent works. The standard approach for the time…

数值分析 · 数学 2024-04-11 André Uschmajew , Andreas Zeiser

In algorithms for solving optimization problems constrained to a smooth manifold, retractions are a well-established tool to ensure that the iterates stay on the manifold. More recently, it has been demonstrated that retractions are a…

数值分析 · 数学 2024-03-11 Axel Séguin , Gianluca Ceruti , Daniel Kressner

Dose calculations in proton therapy require the fast and accurate solution of a high-dimensional transport equation for a large number of (pencil) beams with different energies and directions. Deterministically solving this transport…

数值分析 · 数学 2025-08-07 Pia Stammer , Niklas Wahl , Jonas Kusch , Danny Lathouwers

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…

数值分析 · 数学 2025-10-23 Benjamin Carrel , Daniel Kressner , Hei Yin Lam , Bart Vandereycken

Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

数值分析 · 计算机科学 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

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…

数值分析 · 数学 2021-07-16 Jonas Kusch , Lukas Einkemmer , Gianluca Ceruti

Deterministic models for radiation transport describe the density of radiation particles moving through a background material. In radiation therapy applications, the phase space of this density is composed of energy, spatial position and…

数值分析 · 数学 2021-11-16 Jonas Kusch , Pia Stammer

In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…

数值分析 · 数学 2024-12-13 Shun Li , Yan Jiang , Yingda Cheng

Quantized tensor trains (QTTs) are a low-rank and multiscale framework that allows for efficient approximation and manipulation of multi-dimensional, high resolution data. One area of active research is their use in numerical simulation of…

数值分析 · 数学 2025-12-18 Erika Ye , Chao Yang

Layer factorization has emerged as a widely used technique for training memory-efficient neural networks. However, layer factorization methods face several challenges, particularly a lack of robustness during the training process. To…

数值分析 · 数学 2025-02-06 Jonas Kusch , Steffen Schotthöfer , Alexandra Walter

Computing effective eigenvalues for neutron transport often requires a fine numerical resolution. The main challenge of such computations is the high memory effort of classical solvers, which limits the accuracy of chosen discretizations.…

数值分析 · 数学 2022-09-28 Jonas Kusch , Benjamin Whewell , Ryan McClarren , Martin Frank

We extend our previous work on a semi-Lagrangian adaptive rank (SLAR) integrator, in the finite difference framework for nonlinear Vlasov-Poisson systems, to the general high-order tensor setting. The proposed scheme retains the high-order…

数值分析 · 数学 2025-10-30 Nanyi Zheng , William A. Sands , Daniel Hayes , Andrew J. Christlieb , Jing-Mei Qiu

Tensor classification has become increasingly crucial in statistics and machine learning, with applications spanning neuroimaging, computer vision, and recommendation systems. However, the high dimensionality of tensors presents significant…

统计方法学 · 统计学 2024-09-24 Elynn Chen , Yuefeng Han , Jiayu Li

We present efficient and scalable parallel algorithms for performing mathematical operations for low-rank tensors represented in the tensor train (TT) format. We consider algorithms for addition, elementwise multiplication, computing norms…

数值分析 · 数学 2021-09-08 Hussam Al Daas , Grey Ballard , Peter Benner

We consider the problem of low-rank approximation of massive dense non-negative tensor data, for example to discover latent patterns in video and imaging applications. As the size of data sets grows, single workstations are hitting…

We propose a new framework for the analysis of low-rank tensors which lies at the intersection of spectral graph theory and signal processing. As a first step, we present a new graph based low-rank decomposition which approximates the…

计算机视觉与模式识别 · 计算机科学 2016-11-16 Nauman Shahid , Francesco Grassi , Pierre Vandergheynst

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)…

数值分析 · 数学 2026-03-31 Geshuo Wang , Jingwei Hu