Title
Reduced Basis Methods: From Low-Rank Matrices to Low-Rank Tensors.
Abstract
We propose a novel combination of the reduced basis method with low-rank tensor techniques for the efficient solution of parameter-dependent linear systems in the case of several parameters. This combination, called rbTensor, consists of three ingredients. First, the underlying parameter-dependent operator is approximated by an explicit affine representation in a low-rank tensor format. Second, a standard greedy strategy is used to construct a problem-dependent reduced basis. Third, the associated reduced parametric system is solved for all parameter values on a tensor grid simultaneously via a low-rank approach. This allows us to explicitly represent and store an approximate solution for all parameter values at a time. Once this approximation is available, the computation of output functionals and the evaluation of statistics of the solution become a cheap online task, without requiring the solution of a linear system.
Year
DOI
Venue
2016
10.1137/15M1042784
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Keywords
Field
DocType
reduced basis method,parametric partial differential equation,hierarchical tensor format,low-rank tensor
Tensor product,Tensor density,Mathematical optimization,Tensor (intrinsic definition),Tensor,Mathematical analysis,Cartesian tensor,Symmetric tensor,Tensor product of Hilbert spaces,Tensor contraction,Mathematics
Journal
Volume
Issue
ISSN
38
4
1064-8275
Citations 
PageRank 
References 
0
0.34
17
Authors
2
Name
Order
Citations
PageRank
Jonas Ballani100.34
Daniel Kressner244948.01