MS-Mo-E-20
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.)
Organizer:
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.
MS-Mo-E-20-1
16:00--16:30
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)
MS-Mo-E-20-2
16:30--17:00
On the Convergence of Alternating Optimisation in Tensor Format Representations
Espig, Mike (RWTH Aachen Univ.)
CP-Mo-E-20-3
17:00--17:20
Numerical Solution of the Infinite Dimensional Stochastic LQR Problem
Mena, Hermann (Univ. of Innsbruck)
CP-Mo-E-20-4
17:20--17:40
An algorithm for finding the spectral radius of nonnegative tensor
Qingzhi, Yang (Nankai Univ.)
Footnote: 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 |