Low-rank Tensor Approximation in Multi-parametric and Stochastic PDEs - Part II of II
For Part I, see MS-Mo-D-20

Date: August 10
Time: 16:00--18:00
Room: 210B

(Note: Click title to show the abstract.)

Litvinenko, Alexander (KAUST, UQ & ECRC Centers)
Matthies, Hermann (TU Braunschweig, Inst. of Scientific Computing)
Nouy, Anthony (Ecole Centrale Nantes)

Abstract: Approximations of stochastic and multi-parametric differential equations may lead to extremely high dimensional problems that suffer from the so called curse of dimensionality. Computational tractability may be recovered by relying on
adaptive low-rank/sparse approximation. The tasks are 1) to keep a low-rank approximation of the high-dimensional input data through the whole computing process, 2) compute the solution and perform a post-processing in a low-rank tensor format. The post-processing may include computation of different statistics, visualization of a small portion of large data, large data analysis. The aim is to develop numerical methods which will reduce the computational cost as well as the storage requirement from O(n^d) to O(knd), where k is a small integer (related with the rank).
The purpose of this minisymposium is to bring together experts in adaptive
discretization/solution of stochastic/multi-parametric problems, experts in
multi-linear algebra and experts in uncertainty quantification methods.

Tensor Train Approximation Of Moment Equations For The Log-Normal Darcy Problem
Nobile, Fabio (MATHICSE - EPFL)
Bonizzoni, Francesca (Faculty of Mathematics, Univ. of Vienna)
Kressner, Daniel (EPFL)

On the Convergence of Alternating Optimisation in Tensor Format Representations
Espig, Mike (RWTH Aachen Univ.)

Numerical Solution of the Infinite Dimensional Stochastic LQR Problem
Mena, Hermann (Univ. of Innsbruck)

An algorithm for finding the spectral radius of nonnegative tensor
Qingzhi, Yang (Nankai Univ.)


Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA