1,687 research outputs found
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
Alternating Minimal Energy Methods for Linear Systems in Higher Dimensions
We propose algorithms for the solution of high-dimensional symmetrical positive definite (SPD) linear systems with the matrix and the right-hand side given and the solution sought in a low-rank format. Similarly to density matrix renormalization group (DMRG) algorithms, our methods optimize the components of the tensor product format subsequently. To improve the convergence, we expand the search space by an inexact gradient direction. We prove the geometrical convergence and estimate the convergence rate of the proposed methods utilizing the analysis of the steepest descent algorithm. The complexity of the presented algorithms is linear in the mode size and dimension, and the demonstrated convergence is comparable to or even better than the one of the DMRG algorithm. In the numerical experiment we show that the proposed methods are also efficient for non-SPD systems, for example, those arising from the chemical master equation describing the gene regulatory model at the mesoscopic scale
Tensor product approach to modelling epidemics on networks
To improve mathematical models of epidemics it is essential to move beyond
the traditional assumption of homogeneous well--mixed population and involve
more precise information on the network of contacts and transport links by
which a stochastic process of the epidemics spreads. In general, the number of
states of the network grows exponentially with its size, and a master equation
description suffers from the curse of dimensionality. Almost all methods widely
used in practice are versions of the stochastic simulation algorithm (SSA),
which is notoriously known for its slow convergence. In this paper we
numerically solve the chemical master equation for an SIR model on a general
network using recently proposed tensor product algorithms. In numerical
experiments we show that tensor product algorithms converge much faster than
SSA and deliver more accurate results, which becomes particularly important for
uncovering the probabilities of rare events, e.g. for number of infected people
to exceed a (high) threshold
Tensor product approach to modelling epidemics on networks
To improve mathematical models of epidemics it is essential to move beyond the traditional assumption of homogeneous well--mixed population and involve more precise information on the network of contacts and transport links by which a stochastic process of the epidemics spreads. In general, the number of states of the network grows exponentially with its size, and a master equation description suffers from the curse of dimensionality. Almost all methods widely used in practice are versions of the stochastic simulation algorithm (SSA), which is notoriously known for its slow convergence. In this paper we numerically solve the chemical master equation for an SIR model on a general network using recently proposed tensor product algorithms. In numerical experiments we show that tensor product algorithms converge much faster than SSA and deliver more accurate results, which becomes particularly important for uncovering the probabilities of rare events, e.g. for number of infected people to exceed a (high) threshold
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