Tensor product numerical methods for high-dimensional problems in probability and quantum calculations

Dolgov, Sergey (PI)

Department of Mathematical Sciences

Project: Research council

Description

Postdoctoral EPSRC Fellowship

Status	Finished
Effective start/end date	1/01/16 → 31/12/18

Access Project

http://gow.epsrc.ac.uk/NGBOViewGrant.aspx?GrantRef=EP/M019004/1

10 Article

Deep Composition of Tensor Trains using Squared Inverse Rosenblatt Transports
Cui, T. & Dolgov, S., 21 Sept 2021, In: Foundations of Computational Mathematics. 47 p.
Research output: Contribution to journal › Article

Open Access
5 Citations (SciVal)
Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations
Dolgov, S., Kalise, D. & Kunisch, K. K., 31 May 2021, In: SIAM Journal on Scientific Computing. 43, 3, p. A1625-A1650 26 p.
Research output: Contribution to journal › Article › peer-review

Open Access
22 Citations (SciVal)
Guaranteed a posteriori error bounds for low-rank tensor approximate solutions
Dolgov, S. & Vejchodský, T., 9 Jun 2020, In: IMA Journal of Numerical Analysis. 41, 2, p. 1240–1266 draa010.
Research output: Contribution to journal › Article › peer-review

Open Access
1 Citation (SciVal)