Nearest-neighbor interaction systems in the tensor-train format

DOI10.1016/J.JCP.2017.04.007zbMATH Open1377.82015arXiv1611.03755OpenAlexW2604332136MaRDI QIDQ1686581FDOQ1686581

Sebastian Matera, Christof Schütte, Patrick Gelß, Stefan Klus

Publication date: 15 December 2017

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: Low-rank tensor approximation approaches have become an important tool in the scientific computing community. The aim is to enable the simulation and analysis of high-dimensional problems which cannot be solved using conventional methods anymore due to the so-called curse of dimensionality. This requires techniques to handle linear operators defined on extremely large state spaces and to solve the resulting systems of linear equations or eigenvalue problems. In this paper, we present a systematic tensor-train decomposition for nearest-neighbor interaction systems which is applicable to a host of different problems. With the aid of this decomposition, it is possible to reduce the memory consumption as well as the computational costs significantly. Furthermore, it can be shown that in some cases the rank of the tensor decomposition does not depend on the network size. The format is thus feasible even for high-dimensional systems. We will illustrate the results with several guiding examples such as the Ising model, a system of coupled oscillators, and a CO oxidation model.

Full work available at URL: https://arxiv.org/abs/1611.03755

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zbMATH Keywords

tensor decompositionsIsing modelsheterogeneous catalysistensor-train formatnearest-neighbor interactionslinearly coupled oscillatorsMarkovian master equationqueuing problems

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Numerical linear algebra (65F99) Queues and service in operations research (90B22) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Traffic problems in operations research (90B20)

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Cited In (5)

• Embedding stochastic differential equations into neural networks via dual processes
• The tensor Padé-type approximant with application in computing tensor exponential function
• Randomized Algorithms for Rounding in the Tensor-Train Format
• Fredholm integral equations for function approximation and the training of neural networks
• Tensor-based computation of metastable and coherent sets

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