UM  > Faculty of Science and Technology  > DEPARTMENT OF MATHEMATICS
Residential Collegetrue
Status已發表Published
Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis
Chou, Lot Kei; Lei, Siu Long
2019-06
Source PublicationJournal of Scientific Computing
ISSN0885-7474
Volume80Pages:1731-1763
Abstract

In this paper, a first order implicit finite difference scheme with Krylov subspace linear system solver is employed to solving time-dependent space-fractional diffusion equations in high dimensions where the initial condition and source term are in tensor-train (TT) format with low TT-ranks. In the time-marching process, TT-format of the solution is maintained and the increment of TT-ranks due to addition is moderated by rounding. The error introduced by rounding is shown to be consistent with the first order finite difference scheme. On the other hand, the linear systems involved in the solution process are shown to possess Toeplitz-like structure so that the complexity and required memory for Krylov subspace solver can be optimized. Further reduction in complexity is made by utilizing a circulant preconditioner which accelerates the convergence rate of Krylov subspace method dramatically. Numerical examples for problems up to 20 dimensions are presented.

KeywordHigh Dimensional Fractional Diffusion Equation Tensor-train Decomposition Krylov Subspace Method Preconditioner
DOI10.1007/s10915-019-00994-3
URLView the original
Indexed BySCIE
Language英語English
WOS IDWOS:000482484200016
PublisherSpringer
Scopus ID2-s2.0-85068104947
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorLei, Siu Long
AffiliationUniversity of Macau
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Chou, Lot Kei,Lei, Siu Long. Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis[J]. Journal of Scientific Computing, 2019, 80, 1731-1763.
APA Chou, Lot Kei., & Lei, Siu Long (2019). Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis. Journal of Scientific Computing, 80, 1731-1763.
MLA Chou, Lot Kei,et al."Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis".Journal of Scientific Computing 80(2019):1731-1763.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Chou, Lot Kei]'s Articles
[Lei, Siu Long]'s Articles
Baidu academic
Similar articles in Baidu academic
[Chou, Lot Kei]'s Articles
[Lei, Siu Long]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Chou, Lot Kei]'s Articles
[Lei, Siu Long]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.