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math.NA2021★ 4 cited
Adaptive non-intrusive reconstruction of solutions to high-dimensional parametric PDEs
Martin Eigel, Nando Farchmin, Sebastian Heidenreich +1
Numerical methods for random parametric PDEs can greatly benefit from adaptive refinement schemes, in particular when functional approximations are computed as in stochastic Galerk…
math.NA2021★ 5 cited
Efficient approximation of high-dimensional exponentials by tensornetworks
Martin Eigel, Nando Farchmin, Sebastian Heidenreich +1
In this work a general approach to compute a compressed representation of the exponential of a high-dimensional function is presented. Such exponential functions play…