Guaranteed a posteriori error bounds for low rank tensor approximate solutions

Sergey Dolgov, Tomáš Vejchodský

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Abstract

We propose guaranteed and fully computable upper bound on the energy norm of the error in low rank Tensor Train (TT) approximate solutions of (possibly) high dimensional reaction-diffusion problems. The error bound is obtained from Euler--Lagrange equations for a complementary flux reconstruction problem, which are solved in the low rank TT representation using the block Alternating Linear Scheme. This bound is guaranteed to be above the energy norm of the total error, including the discretization error, the tensor approximation error, and the error in the solver of linear algebraic equations. Numerical examples with the Poisson equation and the Schr\"odinger equation with the Henon-Heiles potential in up to 40 dimensions are presented to illustrate the efficiency of this approach.
Original languageEnglish
JournalarXiv
Issue number1905.08572
Publication statusPublished - 21 May 2019

Keywords

  • math.NA
  • 65N15, 65N30, 15A69, 15A23, 65F10, 65N22

Cite this

Guaranteed a posteriori error bounds for low rank tensor approximate solutions. / Dolgov, Sergey; Vejchodský, Tomáš.

In: arXiv, No. 1905.08572, 21.05.2019.

Research output: Contribution to journalArticle

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