Time integration of rank-constrained Tucker tensors
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dynamical low-rank approximationmatrix projector splitting integratortensor differential equationTucker tensor format
Vector spaces, linear dependence, rank, lineability (15A03) Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)
Abstract: Dynamical low-rank approximation in the Tucker tensor format of given large time-dependent tensors and of tensor differential equations is the subject of this paper. In particular, a discrete time integration method for rank-constrained Tucker tensors is presented and analyzed. It extends the known projector-splitting integrator for dynamical low-rank approximation of matrices to Tucker tensors and is shown to inherit the same favorable properties. The integrator is based on iteratively applying the matrix projector-splitting integrator to tensor unfoldings but with inexact solution in a substep. It has the property that it reconstructs time-dependent Tucker tensors of the given rank exactly. The integrator is also shown to be robust to the presence of small singular values in the tensor unfoldings. Numerical examples with problems from quantum dynamics and tensor optimization methods illustrate our theoretical results.
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Cites work
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Cited in
(35)- Rank-adaptive tensor methods for high-dimensional nonlinear PDEs
- A low-rank power iteration scheme for neutron transport criticality problems
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