A quantum-inspired multi-level tensor-train monolithic space-time method for nonlinear PDEs
Khalifa University of Science and Technology(哈利法科学技术大学);Technology Innovation Institute(技术创新研究所);Emirates Nuclear Energy Company(阿联酋核能公司);Emirates Nuclear Technology Center(阿联酋核技术中心)
N. R. Rapaka, R. Peddinti, E. Tiunov, N. J. Faraj, A. N. Alkhooori, L. Aolita, Y. Addad, M. K. Riahi
We propose a multilevel tensor-train (TT) framework for solving nonlinear partial differential equations (PDEs) in a global space-time formulation. While space-time TT solvers have demonstrated significant potential for compressed high-dimensional simulations, the literature contains few systematic comparisons with classical time-stepping methods, limited error convergence analyses, and little quantitative assessment of the impact of TT rounding on numerical accuracy. Likewise, existing studies fail to demonstrate performance across a diverse set of PDEs and parameter ranges. In practice, monolithic Newton iterations may stagnate or fail to converge in strongly nonlinear, stiff, or advection-dominated regimes, where poor initial guesses and severely ill-conditioned space-time Jacobians hinder robust convergence. We overcome this limitation by introducing a coarse-to-fine multilevel strategy fully embedded within the TT format. Each level refines both spatial and temporal resolutions while transferring the TT solution through low-rank prolongation operators, providing robust initializations for successive Newton solves. Residuals, Jacobians, and transfer operators are represented directly in TT and solved with the adaptive-rank DMRG algorithm. Numerical experiments for a selection of nonlinear PDEs including Fisher-KPP, viscous Burgers, sine-Gordon, and KdV cover diffusive, convective, and dispersive dynamics, demonstrating that the multilevel TT approach consistently converges where single-level space-time Newton iterations fail. In dynamic, advection-dominated (nonlinear) scenarios, multilevel TT surpasses single-level TT, achieving high accuracy with significantly reduced computational cost, specifically when high-fidelity numerical simulation is required.
A machine learning solver for high-dimensional integrals: Solving Kolmogorov PDEs by stochastic weighted minimization and stochastic gradient descent through a high-order weak approximation scheme of SDEs with Malliavin weights
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
Universität Potsdam(波茨坦大学);Freie Universität Berlin(柏林自由大学);Brandenburgische Technische Universität Cottbus-Senftenberg(勃兰登堡工业大学科特布斯-森夫滕贝格)
Pseudospectral method for solving PDEs using Matrix Product States
Institute of Fundamental Physics IFF-CSIC(基础物理研究所);Millennium Institute for Research in Optics(光学研究千年研究所);Facultad de Ciencias Físicas y Matemáticas, Universidad de Concepción(康塞普西翁大学物理与数学科学学院)
Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks
提出了一种求解高维Hamilton-Jacobi-Bellman(HJB)型椭圆型偏微分方程(PDE)的新的数值方法.的HJB偏微分方程,重新制定为最优控制问题,处理的演员-评论家框架的启发,强化学习,基于神经网络参数化的价值和控制功能。在行动者-批评者框架内,我们采用了政策梯度的方法来改善控制,而对于价值函数,我们推导出一个方差减少的最小二乘时间差分法,使用随机分析。数值离散的随机控制问题,我们采用了自适应步长计划,以提高精度附近的区域边界。最后,通过对$20$空间维数的线性二次型调节器、随机Van der Pol振子、扩散Eikonal方程和完全非线性椭圆型偏微分方程的数值算例,验证了本文方法的有效性.
Balance-Guided Sparse Identification of Multiscale Nonlinear PDEs with Small-coefficient Terms
State Key Laboratory of Nonlinear Mechanics, Institute of Mechanics, Chinese Academy of Sciences, Beijing 100190, China(非线性力学国家重点实验室,力学研究所,中国科学院,北京100190,中国);School of Engineering Sciences, University of Chinese Academy of Sciences, Beijing 100049, China(中国科学院大学工程科学学院,北京100049,中国);School of Mathematics and Statistics, Northwestern Polytechnical University, Xi'an 710072, China(西北工业大学数学与统计学院,西安710072,中国)
School of Mathematical Sciences(数学科学学院);School of Mathematical Sciences, Peking University(北京大学数学科学学院);Peking University, Beijing, China(北京大学北京中国);Beijing Computational Science Research Center(北京计算科学研究中心);Beijing International Center for Mathematical Research, Peking University(北京大学北京国际数学研究中心);Center for Data Science, Peking University(北京大学数据科学中心);Beijing Institute of Big Data Research(北京大数据研究院)
Diffusion models with physics-guided inference for solving partial differential equations
Central South University(中南大学);National Engineering Research Center of High-speed Railway Construction Technology(高速铁路建设技术国家工程研究中心);Zhejiang University of Technology(浙江工业大学)