4 papers
Numerical methods for Langevin-type SPDE: an implicit Milstein approach and multilevel Monte Carlo techniques
Sascha Portaro, Carlos Vázquez
In this work, we investigate the numerical approximation of degenerate Langevin-type stochastic partial differential equations (SPDEs) in two spatial dimensions. These SPDEs arise…
A Practical Mode-parallel Implementation of the (H-)Tucker Decomposition via Randomization
Martina Iannacito, Sascha Portaro, Davide Palitta +2
In the last decades, tensors have emerged as the right tool to represent multidimensional data in a compact yet informative manner. Moreover, it is well-known that by performing lo…
Row-aware Randomized SVD with applications
Davide Palitta, Sascha Portaro
The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The k…
Fractional Sobolev spaces related to an ultraparabolic operator
Antonello Pesce, Sascha Portaro
We propose a functional framework of fractional Sobolev spaces for a class of ultra-parabolic Kolmogorov type operators satisfying the weak Hörmander condition. We characterize th…