Dynamic tensor approximation of high-dimensional nonlinear PDEs
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Publication:6345378
DOI10.1016/J.JCP.2021.110295arXiv2007.09538WikidataQ114163463 ScholiaQ114163463MaRDI QIDQ6345378FDOQ6345378
Authors: Alec Dektor, D. Venturi 
Publication date: 18 July 2020
Abstract: We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation is to project the time derivative of the PDE solution onto the tangent space of a low-rank functional tensor manifold at each time. Such a projection can be computed by minimizing a convex energy functional over the tangent space. This minimization problem yields the unique optimal velocity vector that allows us to integrate the PDE forward in time on a tensor manifold of constant rank. In the case of initial/boundary value problems defined in real separable Hilbert spaces, this procedure yields evolution equations for the tensor modes in the form of a coupled system of one-dimensional time-dependent PDEs. We apply the dynamic tensor approximation to a four-dimensional Fokker-Planck equation with non-constant drift and diffusion coefficients, and demonstrate its accuracy in predicting relaxation to statistical equilibrium.
Basic linear algebra (15Axx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Approximations and expansions (41Axx)
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