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arXiv 2008.00155math.NAcs.NAphysics.comp-ph
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张量流形上非线性发展方程的自适应积分

Adaptive integration of nonlinear evolution equations on tensor manifolds

Abram Rodgers, Alec Dektor, Daniele Venturi

摘要:

我们发展了张量流形上非线性发展方程时间积分的新的自适应算法。这些算法,我们称之为步骤截断方法,是基于执行一个时间步长与传统的时间步进计划,然后通过截断操作到张量流形。通过自适应地选择张量流形的秩以满足稳定性和精度要求,我们证明了各种分步截断方法的收敛性,包括显式一步法和多步法。这些方法非常容易实现,因为它们只依赖于张量之间的算术运算,这可以通过高效和可扩展的并行算法来执行。自适应步长截断方法可用于计算高维偏微分方程的数值解,已成为许多新的应用领域的核心,如最优质量输运、随机动力系统和平均场最优控制。本文给出并讨论了二维和四维平面环面上具有空间相关漂移的Fokker-Planck方程的数值应用。

英文摘要:

We develop new adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms, which we call step-truncation methods, are based on performing one time step with a conventional time-stepping scheme, followed by a truncation operation onto a tensor manifold. By selecting the rank of the tensor manifold adaptively to satisfy stability and accuracy requirements, we prove convergence of a wide range of step-truncation methods, including explicit one-step and multi-step methods. These methods are very easy to implement as they rely only on arithmetic operations between tensors, which can be performed by efficient and scalable parallel algorithms. Adaptive step-truncation methods can be used to compute numerical solutions of high-dimensional PDEs, which have become central to many new areas of application such optimal mass transport, random dynamical systems, and mean field optimal control. Numerical applications are presented and discussed for a Fokker-Planck equation with spatially dependent drift on a flat torus of dimension two and four.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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