On the approximation of high-dimensional differential equations in the hierarchical Tucker format

نویسندگان

  • Andreas Arnold
  • Tobias Jahnke
چکیده

The hierarchical Tucker format is a way to decompose a high-dimensional tensor recursively into sums of products of lower-dimensional tensors. The number of degrees of freedom in such a representation is typically many orders of magnitude lower than the number of entries of the original tensor. This makes the hierarchical Tucker format a promising approach to solve ordinary differential equations for highdimensional tensors. In order to propagate the approximation in time, differential equations for the parameters of the hierarchical Tucker format are derived from the Dirac-Frenkel variational principle. We prove an error bound for the dynamical approximation in the hierarchical Tucker format by extending previous results of Koch and Lubich for the non-hierarchical Tucker format.

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تاریخ انتشار 1992