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Open Access
January 1, 2011
### Abstract

In the recent years, multidimensional numerical simulations with tensor-structured data formats have been recognized as the basic concept for breaking the "curse of dimensionality". Modern applications of tensor methods include the challenging high-dimensional problems of material sciences, bio-science, stochastic modeling, signal processing, machine learning, and data mining, financial mathematics, etc. The guiding principle of the tensor methods is an approximation of multivariate functions and operators with some separation of variables to keep the computational process in a low parametric tensor-structured manifold. Tensors structures had been wildly used as models of data and discussed in the contexts of differential geometry, mechanics, algebraic geometry, data analysis etc. before tensor methods recently have penetrated into numerical computations. On the one hand, the existing tensor representation formats remained to be of a limited use in many high-dimensional problems because of lack of sufficiently reliable and fast software. On the other hand, for moderate dimensional problems (e.g. in "ab-initio" quantum chemistry) as well as for selected model problems of very high dimensions, the application of traditional canonical and Tucker formats in combination with the ideas of multilevel methods has led to the new efficient algorithms. The recent progress in tensor numerical methods is achieved with new representation formats now known as "tensor-train representations" and "hierarchical Tucker representations". Note that the formats themselves could have been picked up earlier in the literature on the modeling of quantum systems. Until 2009 they lived in a closed world of those quantum theory publications and never trespassed the territory of numerical analysis. The tremendous progress during the very recent years shows the new tensor tools in various applications and in the development of these tools and study of their approximation and algebraic properties. This special issue treats tensors as a base for efficient numerical algorithms in various modern applications and with special emphases on the new representation formats.

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Open Access
January 1, 2011
### Abstract

In the present paper, we propose and analyse a class of tensor methods for the efficient numerical computation of the dynamics and spectrum of high-dimensional Hamiltonians. We focus on the complex-time evolution problems. We apply the quantized-TT (QTT) matrix product states type tensor approximation that allows to represent N-d tensors generated by the grid representation of d-dimensional functions and operators with log-volume complexity, O(d log N), where N is the univariate discretization parameter in space. Making use of the truncated Cayley transform method allows us to recursively separate the time and space variables and then introduce the efficient QTT representation of both the temporal and the spatial parts of the solution to the high-dimensional evolution equation. We prove the exponential convergence of the m-term time-space separation scheme and describe the efficient tensor-structured preconditioners for the arising system with multidimensional Hamiltonians. For the class of "analytic" and low QTT-rank input data, our method allows to compute the solution at a fixed point in time t=T>0 with an asymptotic complexity of order O(d log N ln^q (1/ε)), where ε>0 is the error bound and q is a fixed small number. The time-and-space separation method via the QTT-Cayley-transform enables us to construct a global m-term separable (x,t)-representation of the solution on a very fine time-space grid with complexity of order O(dm^4 log N_t log N), where N_t is the number of sampling points in time. The latter allows efficient energy spectrum calculations by FFT (or QTT-FFT) of the autocorrelation function computed on a sufficiently long time interval [0,T]. Moreover, we show that the spectrum of the Hamiltonian can also be represented by the poles of the t-Laplace transform of a solution. In particular, the approach can be an option to compute the dynamics and the spectrum in the time-dependent molecular Schrödinger equation.

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Open Access
January 1, 2011
### Abstract

We review two similar concepts of hierarchical rank of tensors (which extend the matrix rank to higher order tensors): the TT-rank and the H-rank (hierarchical or H-Tucker rank). Based on this notion of rank, one can define a data-sparse representation of tensors involving O(dnk + dk^3) data for order d tensors with mode sizes n and rank k. Simple examples underline the differences and similarities between the different formats and ranks. Finally, we derive rank bounds for tensors in one of the formats based on the ranks in the other format.

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Open Access
January 1, 2011
### Abstract

The stationary monochromatic radiative transfer equation (RTE) is a partial differential transport equation stated on a five-dimensional phase space, the Cartesian product of physical and angular domain. We solve the RTE with a Galerkin FEM in physical space and collocation in angle, corresponding to a discrete ordinates method (DOM). To reduce the complexity of the problem and to avoid the "curse of dimension", we adapt the sparse grid combination technique to the solution space of the RTE and show that we obtain a sparse DOM which uses essentially only as many degrees of freedom as required for a purely spatial transport problem. For smooth solutions, the convergence rates deteriorate only by a logarithmic factor. We compare the sparse DOM to the standard full DOM and a sparse tensor product approach developed earlier with Galerkin FEM in physical space and a spectral method in angle. Numerical experiments confirm our findings.

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Open Access
January 1, 2011
### Abstract

In this paper, the tensor-structured numerical evaluation of the Coulomb and exchange operators in the Hartree-Fock equation is supplemented by the usage of recent quantized-TT (QTT) formats. It leads to O(log n) complexity at computationally extensive stages in the rank-structured calculation with the respective 3D Hartree and exchange potentials discretized on large n×n×n Cartesian grids. The numerical examples for some volumetric organic molecules confirm that the QTT ranks of these potentials are nearly independent of the one-dimension grid size n. Thus, paradoxically, the complexity of the grid-based evaluation of the Coulumb and exchange matrices becomes almost independent of the grid size, being regulated only by the structure of a molecular system. As a result, the grid approximation of the Hartree-Fock equation allows to gain the high resolution with a guaranteed accuracy.

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Open Access
January 1, 2001
### Abstract

We consider the Galerkin approach for the numerical solution of retarded boundary integral formulations of the three dimensional wave equation in unbounded domains. Recently smooth and compactly supported basis functions in time were introduced which allow the use of standard quadrature rules in order to compute the entries of the boundary element matrix. In this paper, we use TT and QTT tensor approximations to increase the efficiency of these quadrature rules. Various numerical experiments show the substantial reduction of the computational cost that is needed to obtain accurate approximations for the arising integrals.

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Open Access
January 1, 2011
### Abstract

We consider elliptic PDE eigenvalue problems on a tensorized domain, discretized such that the resulting matrix eigenvalue problem Ax=λx exhibits Kronecker product structure. In particular, we are concerned with the case of high dimensions, where standard approaches to the solution of matrix eigenvalue problems fail due to the exponentially growing degrees of freedom. Recent work shows that this curse of dimensionality can in many cases be addressed by approximating the desired solution vector x in a low-rank tensor format. In this paper, we use the hierarchical Tucker decomposition to develop a low-rank variant of LOBPCG, a classical preconditioned eigenvalue solver. We also show how the ALS and MALS (DMRG) methods known from computational quantum physics can be adapted to the hierarchical Tucker decomposition. Finally, a combination of ALS and MALS with LOBPCG and with our low-rank variant is proposed. A number of numerical experiments indicate that such combinations represent the methods of choice.

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Open Access
January 1, 2011
### Abstract

In this paper, the concept of the DMRG minimization scheme is extended to several important operations in the TT-format, like the matrix-by-vector product and the conversion from the canonical format to the TT-format. Fast algorithms are implemented and a stabilization scheme based on randomization is proposed. The comparison with the direct method is performed on a sequence of matrices and vectors coming as approximate solutions of linear systems in the TT-format. A generated example is provided to show that randomization is really needed in some cases. The matrices and vectors used are available from the author or at http://spring.inm.ras.ru/osel

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Open Access
January 1, 2011
### Abstract

We show that the recent tensor-train (TT) decompositions of matrices come up from its recursive Kronecker-product representations with a systematic use of common bases. The names TTM and QTT used in this case stress the relation with multilevel matrices or quantization that increases artificially the number of levels. Then we investigate how the tensor-train ranks of a matrix can be related to those of its inverse. In the case of a banded Toeplitz matrix, we prove that the tensor-train ranks of its inverse are bounded above by 1+(l+u)^2, where l and u are the bandwidths in the lower and upper parts of the matrix without the main diagonal.