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research article

Reduced Basis Methods: From Low-Rank Matrices To Low-Rank Tensors

Ballani, Jonas  
•
Kressner, Daniel  
2016
Siam Journal On Scientific Computing

We propose a novel combination of the reduced basis method with low-rank tensor techniques for the efficient solution of parameter-dependent linear systems in the case of several parameters. This combination, called rbTensor, consists of three ingredients. First, the underlying parameter-dependent operator is approximated by an explicit affine representation in a low-rank tensor format. Second, a standard greedy strategy is used to construct a problem-dependent reduced basis. Third, the associated reduced parametric system is solved for all parameter values on a tensor grid simultaneously via a low-rank approach. This allows us to explicitly represent and store an approximate solution for all parameter values at a time. Once this approximation is available, the computation of output functionals and the evaluation of statistics of the solution become a cheap online task, without requiring the solution of a linear system.

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Type
research article
DOI
10.1137/15M1042784
Web of Science ID

WOS:000385283400006

Author(s)
Ballani, Jonas  
Kressner, Daniel  
Date Issued

2016

Publisher

Siam Publications

Published in
Siam Journal On Scientific Computing
Volume

38

Issue

4

Start page

A2045

End page

A2067

Subjects

reduced basis method

•

parametric partial differential equation

•

hierarchical tensor format

•

low-rank tensor

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
November 21, 2016
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/131311
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