Physical Sciences and Mathematics Commons^™

Adaptive Wavelet Discretization Of Tensor Products In H-Tucker Format, Mazen Ali

Masters Theses

"In previous work, the solution to a system of coupled parabolic PDEs, modeling the price of a CDO, was approximated numerically. Due to the nature of the problem, the system involved a large number of equations such that the parameters cannot be stored explicitly. The authors combined the data sparse H-Tucker storage format with the Galerkin method to approximate the solution, using wavelets for the space discretization together with time stepping (Method of Lines). The aforementioned approximation is of the linear kind, i.e., using a nonadaptive method. In this work, three methods for solving such systems adaptively are presented, together …