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arxiv: 1106.4424 · v2 · submitted 2011-06-22 · 🧮 math.NA · math.FA· math.OC

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Proper Generalized Decomposition for Nonlinear Convex Problems in Tensor Banach Spaces

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keywords problemstensorgeneralizedmethodsproperbanachconvexdecompositions
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Tensor-based methods are receiving a growing interest in scientific computing for the numerical solution of problems defined in high dimensional tensor product spaces. A family of methods called Proper Generalized Decompositions methods have been recently introduced for the a priori construction of tensor approximations of the solution of such problems. In this paper, we give a mathematical analysis of a family of progressive and updated Proper Generalized Decompositions for a particular class of problems associated with the minimization of a convex functional over a reflexive tensor Banach space.

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