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Fast Solution of Parabolic Problems in the Tensor Train/Quantized Tensor Train Format with Initial Application to the Fokker-Planck Equation

S. V. Dolgov, Boris N. Khoromskij, Ivan V. Oseledets. Fast Solution of Parabolic Problems in the Tensor Train/Quantized Tensor Train Format with Initial Application to the Fokker-Planck Equation. SIAM J. Scientific Computing, 34(6), 2012. [doi]

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