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math.NA2022★ 2 cited
Optimization of Functions Given in the Tensor Train Format
Andrei Chertkov, Gleb Ryzhakov, Georgii Novikov +1
Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of appli…
math.NA2021
Solution of the Fokker-Planck equation by cross approximation method in the tensor train format
Andrei Chertkov, Ivan Oseledets
We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation te…