On the deterministic solution of multidimensional parametric models using the Proper Generalized Decomposition

E. Pruliere, F. Chinesta and A. Ammar

Mathematics and Computers in Simulation (MATCOM), 2010, vol. 81, issue 4, 791-810

Abstract: This paper focuses on the efficient solution of models defined in high dimensional spaces. Those models involve numerous numerical challenges because of their associated curse of dimensionality. It is well known that in mesh-based discrete models the complexity (degrees of freedom) scales exponentially with the dimension of the space. Many models encountered in computational science and engineering involve numerous dimensions called configurational coordinates. Some examples are the models encountered in biology making use of the chemical master equation, quantum chemistry involving the solution of the Schrödinger or Dirac equations, kinetic theory descriptions of complex systems based on the solution of the so-called Fokker–Planck equation, stochastic models in which the random variables are included as new coordinates, financial mathematics, etc. This paper revisits the curse of dimensionality and proposes an efficient strategy for circumventing such challenging issue. This strategy, based on the use of a Proper Generalized Decomposition, is specially well suited to treat the multidimensional parametric equations.

Keywords: Multidimensional models; Curse of dimensionality; Parametric models; Proper Generalized Decompositions; Separated representations (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378475410002521
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:81:y:2010:i:4:p:791-810

DOI: 10.1016/j.matcom.2010.07.015

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().