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Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations
Huang,Yun Chi1; Chou,Lot Kei2; Lei,Siu Long2
2023-07-01
Source PublicationJournal of Scientific Computing
ISSN0885-7474
Volume96Issue:1Pages:29
Abstract

A divide-and-conquer solver coupled with Tensor-Train (TT) format is proposed for solving the d-dimensional time-space fractional diffusion equations with alternating direction implicit finite difference scheme. In contrast to the complexity and storage of divide-and-conquer solver in full storage format, which grows at least exponentially with dimension d, complexity and storage of the proposed solver are O(NM(log M+ r) (r+ (d- 1) r) + Nlog N· r) and O(M(r+ (d- 1) r) + Nr) with acceleration by an efficient approximated Toeplitz inversion, where M, N are numbers of spatial and temporal grid points and r is the TT-ranks of related TT format data. Hence they grow slowly with dimension d if the TT-ranks r is low. For reducing the increase of TT-ranks after certain TT operations, TT rounding is performed with introduced error, which is analyzed for giving a criterion for preserving convergence rate of the numerical scheme. The accuracy and efficiency of the proposed solver is illustrated by numerical experiments with dimension d up to 20 for case of low TT-ranks initial conditions and source terms.

KeywordAlternating Direction Implicit Scheme Divide-and-conquer High Dimension Tensor-train Format Time-space Fractional Diffusion Equations
DOI10.1007/s10915-023-02259-6
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:001000974400001
Scopus ID2-s2.0-85161385465
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Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.Department of Mathematics,Shantou University,Shantou,Guangdong,515063,China
2.Department of Mathematics,University of Macau,Avenida da Universidade,Taipa,Macao
Recommended Citation
GB/T 7714
Huang,Yun Chi,Chou,Lot Kei,Lei,Siu Long. Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations[J]. Journal of Scientific Computing, 2023, 96(1), 29.
APA Huang,Yun Chi., Chou,Lot Kei., & Lei,Siu Long (2023). Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations. Journal of Scientific Computing, 96(1), 29.
MLA Huang,Yun Chi,et al."Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations".Journal of Scientific Computing 96.1(2023):29.
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