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Sergey Dolgov

  1. Approximation and sampling of multivariate probability distributions in\n the tensor train decomposition
    2018/10/02 by Sergey Dolgov, Dolgov, Sergey, Karim Anaya‐Izquierdo +5 · 5 citations
    Decision Sciences · Mathematics · #15A23 #15A69 #62F15 #65C05 #65C40 #65C60 #65D15 #65D32 #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Probability (math.PR) #Statistics Theory (math.ST) #Tensor decomposition and applications
  2. Numerical solution of the incompressible Navier-Stokes equations for chemical mixers via quantum-inspired Tensor Train Finite Element Method
    2023/05/18 by Egor Kornev, Kornev, Egor, Sergey Dolgov +9 · 4 citations
    Computer Science · Mathematics · #Computational Physics and Python Applications #FOS: Mathematics #FOS: Physical sciences #Fluid Dynamics (physics.flu-dyn) #Numerical Analysis (math.NA) #Quantum Physics (quant-ph) #Tensor decomposition and applications
  3. Polynomial Chaos Expansion of random coefficients and the solution of\n stochastic partial differential equations in the Tensor Train format
    2015/03/11 by Sergey Dolgov, Boris N. Khoromskij, Dolgov, Sergey +5 · 2 citations
    Decision Sciences · Environmental Science · Mathematics · Physics and Astronomy · #15A69 #60H15 #60H35 #65C30 #65F10 #FOS: Mathematics #Hydrology and Drought Analysis #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Tensor decomposition and applications #Wind and Air Flow Studies
  4. A hybrid Alternating Least Squares -- TT Cross algorithm for parametric\n PDEs
    2017/07/14 by Sergey Dolgov, Dolgov, Sergey, Robert Scheichl +1 · 2 citations
    Decision Sciences · Mathematics · #65F10 #65F30 #65N22 #65N30 #65N35 #FOS: Mathematics #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Statistical and numerical algorithms #Tensor decomposition and applications
  5. Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format
    2020/01/22 by Paul Rohrbach, Rohrbach, Paul B., Sergey Dolgov +5 · 2 citations
    Computer Science · Engineering · Mathematics · #15A23 #15A69 #41A10 #65C60 #65D15 #65D32 #FOS: Mathematics #Numerical Analysis (math.NA) #Solar Radiation and Photovoltaics #Sparse and Compressive Sensing Techniques #Statistics Theory (math.ST) #Tensor decomposition and applications
  6. Deep importance sampling using tensor trains with application to a priori and a posteriori rare event estimation
    2022/09/05 by Tiangang Cui, Sergey Dolgov, Cui, Tiangang +3 · 2 citations
    Decision Sciences · Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Methodology (stat.ME) #Probabilistic and Robust Engineering Design
  7. Tensor Quantum Programming
    2024/03/20 by A. Termanova, Termanova, A., Ar. Melnikov +15 · 3 citations
    Computer Science · Physics and Astronomy · #FOS: Physical sciences #Quantum Computing Algorithms and Architecture #Quantum Mechanics and Applications #Quantum Physics (quant-ph)
  8. Data-driven Tensor Train Gradient Cross Approximation for Hamilton-Jacobi-Bellman Equations
    2022/05/10 by Sergey Dolgov, Dolgov, Sergey, Dante Kalise +3 · 2 citations
    Mathematics · #15A23 #15A69 #49J20 #49LXX #49MXX #65F10 #65N22 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Tensor decomposition and applications
  9. Guaranteed a posteriori error bounds for low rank tensor approximate\n solutions
    2019/05/21 by Sergey Dolgov, Tomáš Vejchodský, Dolgov, Sergey +1 · 1 citation
    Mathematics · Engineering · #Tensor decomposition and applications #Elasticity and Material Modeling #Advanced Numerical Methods in Computational Mathematics