Tensor Network Space-Time Spectral Collocation Method for Time Dependent Convection-Diffusion-Reaction Equations

Fuente: arXiv
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Autores principales: Adak, Dibyendu, Truong, Duc P., Manzini, Gianmarco, Rasmussen, Kim Ø., Alexandrov, Boian S.
Formato: Preprint
Publicado: 2024
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author Adak, Dibyendu
Truong, Duc P.
Manzini, Gianmarco
Rasmussen, Kim Ø.
Alexandrov, Boian S.
author_facet Adak, Dibyendu
Truong, Duc P.
Manzini, Gianmarco
Rasmussen, Kim Ø.
Alexandrov, Boian S.
contents Emerging tensor network techniques for solutions of Partial Differential Equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultrafast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for solution of the time dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time dependent PDEs often use finite difference for time, and a spectral scheme for the spatial dimensions, which leads to slow linear convergence. Spectral collocation space-time methods show exponential convergence, however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to very high compression of linear operators from terabytes to kilobytes in TT-format, and tens of thousands times speedup when compared to full grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.
format Preprint
id arxiv_https___arxiv_org_abs_2402_18073
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Tensor Network Space-Time Spectral Collocation Method for Time Dependent Convection-Diffusion-Reaction Equations
Adak, Dibyendu
Truong, Duc P.
Manzini, Gianmarco
Rasmussen, Kim Ø.
Alexandrov, Boian S.
Numerical Analysis
15A69, 35Q79, 65M70
Emerging tensor network techniques for solutions of Partial Differential Equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultrafast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for solution of the time dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time dependent PDEs often use finite difference for time, and a spectral scheme for the spatial dimensions, which leads to slow linear convergence. Spectral collocation space-time methods show exponential convergence, however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to very high compression of linear operators from terabytes to kilobytes in TT-format, and tens of thousands times speedup when compared to full grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.
title Tensor Network Space-Time Spectral Collocation Method for Time Dependent Convection-Diffusion-Reaction Equations
topic Numerical Analysis
15A69, 35Q79, 65M70
url https://arxiv.org/abs/2402.18073