相关论文: Tensor train methods for high-dimensional nonlinea…

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

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…

In this paper the efficiency of multilevel sparse tensor approximation methods for high-dimensional affine parametric diffusion equations is investigated. Methodologically, the recently presented Sparse Alternating Least Squares (SALS)…

In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…

In recent years, the application of tensors has become more widespread in fields that involve data analytics and numerical computation. Due to the explosive growth of data, low-rank tensor decompositions have become a powerful tool to…

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…

An increasing amount of collected data are high-dimensional multi-way arrays (tensors), and it is crucial for efficient learning algorithms to exploit this tensorial structure as much as possible. The ever-present curse of dimensionality…

We introduce compositional tensor trains (CTTs) for the approximation of multivariate functions, a class of models obtained by composing low-rank functions in the tensor-train format. This format can encode standard approximation tools,…

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…

Real-world physical systems, like composite materials and porous media, exhibit complex heterogeneities and multiscale nature, posing significant computational challenges. Computational homogenization is useful for predicting macroscopic…

We propose an efficient implementation of the numerical tensor-train (TT) based algorithm solving the multicomponent coagulation equation preserving the nonnegativeness of solution. Unnatural negative elements in the constructed…

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…

The accurate approximation of high-dimensional functions is an essential task in uncertainty quantification and many other fields. We propose a new function approximation scheme based on a spectral extension of the tensor-train (TT)…

Bayesian inference in high-dimensional discrete-input additive noise models is a fundamental challenge in communication systems, as the support of the required joint a posteriori probability (APP) mass function grows exponentially with the…

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

We consider the approximate solution of parametric PDEs using the low-rank Tensor Train (TT) decomposition. Such parametric PDEs arise for example in uncertainty quantification problems in engineering applications. We propose an algorithm…

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…

Semilinear hyperbolic stochastic partial differential equations (SPDEs) find widespread applications in the natural and engineering sciences. However, the traditional Gaussian setting may prove too restrictive, as phenomena in mathematical…

In this paper, we consider the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear…

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…