High-dimensional PDEs, tensor-network, and convex optimization

Yuehaw Khoo, University of Chicago
3/13, 2024 at 11:10AM-12:00PM in 939 Evans (for in-person talks) and https://berkeley.zoom.us/j/98667278310

This talk presents new computational approaches for high-dimensional partial differential equations (PDEs), employing tensor networks and convex relaxations. Specifically, based on these approaches, we demonstrate the construction of inner and outer approximations to PDE solutions using low-order statistics. These in turn effectively address the curse of dimensionality.