Rank-Adaptive Tensor Methods for High-Dimensional Nonlinear PDEs

نویسندگان

چکیده

Abstract We present a new rank-adaptive tensor method to compute the numerical solution of high-dimensional nonlinear PDEs. The combines functional train (FTT) series expansions, operator splitting time integration, and algorithm based on thresholding criterion that limits component PDE velocity vector normal FTT manifold. This yields scheme can add or remove modes adaptively from as integration proceeds. is designed improve computational efficiency, accuracy robustness in problems. In particular, it overcomes well-known challenges associated with dynamic including low-rank modeling errors need invert covariance matrices cores at each step. Numerical applications are presented discussed for linear advection problems two dimensions, four-dimensional Fokker–Planck equation.

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ژورنال

عنوان ژورنال: Journal of Scientific Computing

سال: 2021

ISSN: ['1573-7691', '0885-7474']

DOI: https://doi.org/10.1007/s10915-021-01539-3