3,930 research outputs found
A literature survey of low-rank tensor approximation techniques
During the last years, low-rank tensor approximation has been established as
a new tool in scientific computing to address large-scale linear and
multilinear algebra problems, which would be intractable by classical
techniques. This survey attempts to give a literature overview of current
developments in this area, with an emphasis on function-related tensors
Multidimensional approximation of nonlinear dynamical systems
A key task in the field of modeling and analyzing nonlinear dynamical systems is the recovery of unknown governing equations from measurement data only. There is a wide range of application areas for this important instance of system identification, ranging from industrial engineering and acoustic signal processing to stock market models. In order to find appropriate representations of underlying dynamical systems, various data-driven methods have been proposed by different communities. However, if the given data sets are high-dimensional, then these methods typically suffer from the curse of dimensionality. To significantly reduce the computational costs and storage consumption, we propose the method multidimensional approximation of nonlinear dynamical systems (MANDy) which combines data-driven methods with tensor network decompositions. The efficiency of the introduced approach will be illustrated with the aid of several high-dimensional nonlinear dynamical systems
Nearest-Neighbor Interaction Systems in the Tensor-Train Format
Low-rank tensor approximation approaches have become an important tool in the
scientific computing community. The aim is to enable the simulation and
analysis of high-dimensional problems which cannot be solved using conventional
methods anymore due to the so-called curse of dimensionality. This requires
techniques to handle linear operators defined on extremely large state spaces
and to solve the resulting systems of linear equations or eigenvalue problems.
In this paper, we present a systematic tensor-train decomposition for
nearest-neighbor interaction systems which is applicable to a host of different
problems. With the aid of this decomposition, it is possible to reduce the
memory consumption as well as the computational costs significantly.
Furthermore, it can be shown that in some cases the rank of the tensor
decomposition does not depend on the network size. The format is thus feasible
even for high-dimensional systems. We will illustrate the results with several
guiding examples such as the Ising model, a system of coupled oscillators, and
a CO oxidation model
Tensor Computation: A New Framework for High-Dimensional Problems in EDA
Many critical EDA problems suffer from the curse of dimensionality, i.e. the
very fast-scaling computational burden produced by large number of parameters
and/or unknown variables. This phenomenon may be caused by multiple spatial or
temporal factors (e.g. 3-D field solvers discretizations and multi-rate circuit
simulation), nonlinearity of devices and circuits, large number of design or
optimization parameters (e.g. full-chip routing/placement and circuit sizing),
or extensive process variations (e.g. variability/reliability analysis and
design for manufacturability). The computational challenges generated by such
high dimensional problems are generally hard to handle efficiently with
traditional EDA core algorithms that are based on matrix and vector
computation. This paper presents "tensor computation" as an alternative general
framework for the development of efficient EDA algorithms and tools. A tensor
is a high-dimensional generalization of a matrix and a vector, and is a natural
choice for both storing and solving efficiently high-dimensional EDA problems.
This paper gives a basic tutorial on tensors, demonstrates some recent examples
of EDA applications (e.g., nonlinear circuit modeling and high-dimensional
uncertainty quantification), and suggests further open EDA problems where the
use of tensor computation could be of advantage.Comment: 14 figures. Accepted by IEEE Trans. CAD of Integrated Circuits and
System
Tensor-based dynamic mode decomposition
Dynamic mode decomposition (DMD) is a recently developed tool for the
analysis of the behavior of complex dynamical systems. In this paper, we will
propose an extension of DMD that exploits low-rank tensor decompositions of
potentially high-dimensional data sets to compute the corresponding DMD modes
and eigenvalues. The goal is to reduce the computational complexity and also
the amount of memory required to store the data in order to mitigate the curse
of dimensionality. The efficiency of these tensor-based methods will be
illustrated with the aid of several different fluid dynamics problems such as
the von K\'arm\'an vortex street and the simulation of two merging vortices
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