We present a new rank-adaptive tensor method to compute the numerical solution of high-dimensional nonlinear PDEs. The new method combines functional tensor train (FTT) series expansions, operator splitting time integration, and a new rank-adaptive algorithm based on a thresholding criterion that limits the component of the PDE velocity vector normal to the FTT tensor manifold. This yields a scheme that can add or remove tensor modes adaptively from the PDE solution as time integration proceeds. The new algorithm is designed to improve computational efficiency, accuracy and robustness in numerical integration of high-dimensional problems. In particular, it overcomes well-known computational challenges associated with dynamic tensor integration, including low-rank modeling errors and the need to invert the covariance matrix of the tensor cores at each time step. Numerical applications are presented and discussed for linear and nonlinear advection problems in two dimensions, and for a four-dimensional Fokker-Planck equation.
翻译:我们提出了一个新的等级适应性强压方法来计算高维非线性PDE的数值解决方案。 新方法将功能性高压列列( FTT) 序列扩展、 操作员分裂时间整合和基于门槛标准的新等级适应性算法结合起来, 门槛标准将PDE 速度矢量的正常部分限制在 FTT 温度倍数中。 这产生了一个可以随着时间整合过程从 PDE 解决方案中增加或删除有适应性的光导模式的方案。 新的算法旨在提高高维问题数字整合的计算效率、 准确性和稳健性。 特别是, 它克服了与动态的 10 整合相关的众所周知的计算挑战, 包括低级模型错误, 以及需要时步跳时跳数核心的共变矩阵。 数字应用在两个维的线性和非线性对立问题和四维的 Fokker- Planc 方程式中被介绍和讨论。