### Abstract

Original language | English |
---|---|

Journal | arXiv |

Issue number | 1905.08572 |

Publication status | Published - 21 May 2019 |

### Keywords

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

### Cite this

*arXiv*, (1905.08572).

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

Research output: Contribution to journal › Article

*arXiv*, no. 1905.08572.

}

TY - JOUR

T1 - Guaranteed a posteriori error bounds for low rank tensor approximate solutions

AU - Dolgov, Sergey

AU - Vejchodský, Tomáš

PY - 2019/5/21

Y1 - 2019/5/21

N2 - 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.

AB - 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.

KW - math.NA

KW - 65N15, 65N30, 15A69, 15A23, 65F10, 65N22

M3 - Article

JO - arXiv

JF - arXiv

IS - 1905.08572

ER -