Stability analysis of hierarchical tensor methods for time-dependent PDEs
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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)
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.
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Cited in
(9)- A new scalable algorithm for computational optimal control under uncertainty
- 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
- Tensor rank reduction via coordinate flows
- Rank-adaptive tensor methods for high-dimensional nonlinear PDEs
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- Spectral methods for nonlinear functionals and functional differential equations
- Implicit integration of nonlinear evolution equations on tensor manifolds
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