Numerical Integrators for Rank-Constrained Differential Equations
主 题: Numerical Integrators for Rank-Constrained Differential Equations
报告人: Prof. Bart Vandereycken (University of Geneva)
时 间: 2018-06-27 10:00 - 2018-06-27 11:00
地 点: Room 29, Quan Zhai, BICMR
\n\tWe present discrete methods for computing low-rank approximations of time-dependent tensors that can be the solution of a differential equation. The format for the low-rank approximation can be Tucker, tensor trains, MPS or hierarchical tensors. We will consider two types of discrete integrators: projection methods based on quasi-optimal metric projection, and splitting methods based on inexact solutions of substeps. For both approaches we show numerically and theoretically that their behavior is superior compared to standard methods applied to the so-called gauged equations. In particular, the error bounds are robust in the presence of small singular values of the tensor matricisations.<\/span>\n<\/p>\n
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