Stability analysis of hierarchical tensor methods for time-dependent PDEs

DOI10.1016/J.JCP.2020.109341zbMATH Open1435.65149arXiv1908.09803OpenAlexW3007515656WikidataQ114163504 ScholiaQ114163504MaRDI QIDQ778308FDOQ778308

Authors: Abram Rodgers, D. Venturi 

Publication date: 2 July 2020

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

Abstract: In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for stability and convergence of tensor solutions evolving on tensor manifolds with constant rank. We also argue that the applicability of PDE solvers with explicit time-stepping may be limited by time-step restriction dependent on the dimension of the problem. Numerical applications are presented and discussed for variable coefficients linear hyperbolic and parabolic PDEs.

Full work available at URL: https://arxiv.org/abs/1908.09803

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zbMATH Keywords

Fokker-Plank equationhierarchical tensor methodshigh-dimensional PDEslinear multistep integrators

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22) Initial value problems for systems of linear higher-order PDEs (35G40)

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Cited In (9)

• Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
• A new scalable algorithm for computational optimal control under uncertainty
• Implicit integration of nonlinear evolution equations on tensor manifolds
• Tensor methods for the Boltzmann-BGK equation
• Adaptive integration of nonlinear evolution equations on tensor manifolds
• Tensor rank reduction via coordinate flows
• Rank-adaptive tensor methods for high-dimensional nonlinear PDEs
• Spectral methods for nonlinear functionals and functional differential equations
• Dynamic tensor approximation of high-dimensional nonlinear PDEs

Uses Software

• htucker

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