Parallel tensor methods for high-dimensional linear PDEs
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Publication:2002269
Abstract: High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and Fokker-Planck equations. We develop new parallel algorithms to solve high-dimensional PDEs. The algorithms are based on canonical and hierarchical numerical tensor methods combined with alternating least squares and hierarchical singular value decomposition. Both implicit and explicit integration schemes are presented and discussed. We demonstrate the accuracy and efficiency of the proposed new algorithms in computing the numerical solution to both an advection equation in six variables plus time and a linearized version of the Boltzmann equation.
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Cited in
(17)- An implementation framework for solving high-dimensional PDEs on massively parallel computers
- Adaptive integration of nonlinear evolution equations on tensor manifolds
- Tensor methods for the Boltzmann-BGK equation
- Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
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- Hybrid PDE solver for data-driven problems and modern branching
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- Extracting a function encoded in amplitudes of a quantum state by tensor network and orthogonal function expansion
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