Parallel tensor methods for high-dimensional linear PDEs
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Publication:2002269
DOI10.1016/J.JCP.2018.08.057zbMATH Open1416.65387arXiv1803.10270OpenAlexW2794506364WikidataQ114163525 ScholiaQ114163525MaRDI QIDQ2002269FDOQ2002269
Authors: Arnout M. P. Boelens, D. Venturi, Daniel M. Tartakovsky 
Publication date: 11 July 2019
Published in: Journal of Computational Physics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1803.10270
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Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical computation of solutions to systems of equations (65H10) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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