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A tensor approximation method based on ideal minimal residual formulations for the solution of high-dimensional problems

M. Billaud-FriessA. NouyO. Zahm — 2014

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal residual method with a measure of the residual corresponding to the error in a specified solution norm. The residual norm can be designed such that the resulting low-rank approximations are optimal with respect to particular norms of interest, thus allowing to take...

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