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Fast tensor product solvers for optimization problems with fractional differential equations as constraints / Sergey Dolgov, John W. Pearson, Dmitry V. Savostyanov, Martin Stoll
VerfasserDolgov, Sergey ; Pearson, John W. ; Savostyanov, Dmitry V. ; Stoll, Martin
KörperschaftMax-Planck-Institut für Dynamik Komplexer Technischer Systeme
ErschienenMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, January 9, 2015
Umfang1 Online-Ressource (32 Seiten = 2,19 MB) : Diagramme
SpracheEnglisch
SerieMax Planck Institute Magdeburg Preprints ; 14-25
URNurn:nbn:de:gbv:3:2-64662 
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Fast tensor product solvers for optimization problems with fractional differential equations as constraints [2.19 mb]
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Abstract: Fractional differential equations have recently received much attention within computational mathematics and applied science and their numerical treatment is an important research area as such equations pose substantial challenges to existing algorithms. An optimization problem with constraints given by fractional differential equations is considered which in its discretized form leads to a high-dimensional tensor equation. The solution to such equations is presented in the tensor-train format. We compare three types of solution strategies that employ sophisticated iterative techniques using either preconditioned Krylov solvers or tailored alternating schemes. The competitiveness of these approaches is presented using several examples.