Fast solution of parabolic problems in the tensor train/quantized tensor train format with initial application to the Fokker-Planck equation

SIAM Journal on Scientific Computing

Volumn 34, Issue 6, 2012, Pages

  Dolgov, S V ^a   Khoromskij, B N ^a   Oseledets, I V ^b  

^a MAX PLANCK INSTITUTE FOR MATHEMATICS IN THE SCIENCES   (Germany)

^b INSTITUTE OF NUMERICAL MATHEMATICS   (Russian Federation)

Author keywords

Density matrix renormalization group; Dumbbell model; Fokker Planck equation; Higher dimensions; Parabolic problems; QTT format; Tensor methods

Indexed keywords

LINEAR SYSTEMS; STATISTICAL MECHANICS; TENSORS;

DENSITY MATRIX RENORMALIZATION GROUP; DUMBBELL MODEL; FAST SOLUTIONS; FOKKER-PLANCK-EQUATION; HIGHER DIMENSIONS; PARABOLIC PROBLEMS; QUANTIZED TENSOR TRAIN-FORMAT; SIMPLE++; TENSOR METHOD; TENSOR TRAINS;

FOKKER PLANCK EQUATION;

EID: 84871569236     PISSN: 10648275     EISSN: 10957200     Source Type: Journal    
DOI: 10.1137/120864210     Document Type: Article

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