The numerical approximation of nonlinear functionals and functional differential equations

D Venturi - Physics Reports, 2018 - Elsevier
The fundamental importance of functional differential equations has been recognized in
many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional …

Riemannian optimization for high-dimensional tensor completion

M Steinlechner - SIAM Journal on Scientific Computing, 2016 - SIAM
Tensor completion aims to reconstruct a high-dimensional data set where the vast majority
of entries is missing. The assumption of low-rank structure in the underlying original data …

[HTML][HTML] Parallel cross interpolation for high-precision calculation of high-dimensional integrals

S Dolgov, D Savostyanov - Computer Physics Communications, 2020 - Elsevier
We propose a parallel version of the cross interpolation algorithm and apply it to calculate
high-dimensional integrals motivated by Ising model in quantum physics. In contrast to …

Data-driven tensor train gradient cross approximation for hamilton–jacobi–bellman equations

S Dolgov, D Kalise, L Saluzzi - SIAM Journal on Scientific Computing, 2023 - SIAM
A gradient-enhanced functional tensor train cross approximation method for the resolution of
the Hamilton–Jacobi–Bellman (HJB) equations associated with optimal feedback control of …

Parallel tensor methods for high-dimensional linear PDEs

AMP Boelens, D Venturi, DM Tartakovsky - Journal of Computational …, 2018 - Elsevier
High-dimensional partial-differential equations (PDEs) arise in a number of fields of science
and engineering, where they are used to describe the evolution of joint probability functions …

[HTML][HTML] Tensor product approach to modelling epidemics on networks

S Dolgov, D Savostyanov - Applied Mathematics and Computation, 2024 - Elsevier
To improve mathematical models of epidemics it is essential to move beyond the traditional
assumption of homogeneous well–mixed population and involve more precise information …

A two-stage surrogate model for Neo-Hookean problems based on adaptive proper orthogonal decomposition and hierarchical tensor approximation

S Kastian, D Moser, L Grasedyck, S Reese - Computer Methods in Applied …, 2020 - Elsevier
The evaluation of robustness and reliability of realistic structures in the presence of
uncertainty is numerically costly. This motivates model order reduction techniques like the …

Distributed hierarchical SVD in the hierarchical Tucker format

L Grasedyck, C Löbbert - Numerical Linear Algebra with …, 2018 - Wiley Online Library
We consider tensors in the Hierarchical Tucker format and suppose the tensor data to be
distributed among several compute nodes. We assume the compute nodes to be in a one‐to …

Iterative algorithms for the post-processing of high-dimensional data

M Espig, W Hackbusch, A Litvinenko… - Journal of …, 2020 - Elsevier
Scientific computations or measurements may result in huge volumes of high-dimensional
data, for instance 10 20 or 100 300 elements. Often these can be thought of representing a …

A comparison study of supervised learning techniques for the approximation of high dimensional functions and feedback control

M Oster, L Saluzzi, T Wenzel - arXiv preprint arXiv:2402.01402, 2024 - arxiv.org
Approximation of high dimensional functions is in the focus of machine learning and data-
based scientific computing. In many applications, empirical risk minimisation techniques …