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arXiv:1709.02594 · SIAM Journal on Numerical Analysis

Time Integration of Rank-Constrained Tucker Tensors

Christian Lubich, Bart Vandereycken, Hanna Walach

Published Jan 1, 2018• 43 citations
arXivHTMLPDF

Abstract

Dynamical low-rank approximation in the Tucker tensor format of given large time-dependent tensors and of tensor differential equations is the subject of this paper. In particular, a discrete time integration method for rank-constrained Tucker tensors is presented and analyzed. It extends the known projector-splitting integrator for dynamical low-rank approximation of matrices to Tucker tensors and is shown to inherit the same favorable properties. The integrator is based on iteratively applying the matrix projector-splitting integrator to tensor unfoldings but with inexact solution in a substep. It has the property that it reconstructs time-dependent Tucker tensors of the given rank exactly. The integrator is also shown to be robust to the presence of small singular values in the tensor unfoldings. Numerical examples with time-dependent problems from quantum physics and tensor optimization methods illustrate our theoretical results.

DOI
10.1137/17m1146889

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Dynamical low-rank approximation in the Tucker tensor format of given large time-dependent tensors and of tensor differential equations is the subject of this paper. In particular, a discrete time integration method for rank-constrained Tucker tensors is presented and analyzed. It extends the known projector-splitting integrator for dynamical low-rank approximation of matrices to Tucker tensors and is shown to inherit the same favorable properties. The integrator is based on iteratively applying the matrix projector-splitting integrator to tensor unfoldings but with inexact solution in a substep. It has the property that it reconstructs time-dependent Tucker tensors of the given rank exactly. The integrator is also shown to be robust to the presence of small singular values in the tensor unfoldings. Numerical examples with time-dependent problems from quantum physics and tensor optimization methods illustrate our theoretical results.
Abstract. A robust and efficient time integrator for dynamical tensor approximation in the tensor train or matrix product state format is presented. The method is based on splitting the projector onto the tangent space of the tensor manifold. The algorithm can be used for updating time-dependent tensors in the given data-sparse tensor train / matrix product state format and for computing an approximate solution to high-dimensional tensor differential equations within this data-sparse format. The formulation, implementation and theoretical properties of the proposed integrator are studied, and numerical experiments with problems from quantum molecular dynamics and with iterative processes in the tensor train format are included. Key words. Tensor train, matrix product state, low-rank approximation, time-varying tensors, tensor differential equations, splitting integrator. AMS subject classifications. 15A18,15A69,65F99,65L05 1. Introduction. In
A numerical integrator is proposed for solving the multiconfiguration time-dependent Hartree (MCTDH) equations of motion, which are widely used in computations of molecular quantum dynamics. In contrast to existing integrators, the proposed algorithm does not require inverses of ill-conditioned density matrices and obviates the need for their regularization, allowing for large stepsizes also in the case of near-singular density matrices. The nonlinear MCTDH equations are split into a chain of linear differential equations that can all be efficiently solved by Lanczos approximations to the action of Hermitian-matrix exponentials, alternating with orthogonal matrix decompositions. The integrator is an extension to the Tucker tensor format of recently proposed projector-splitting integrators for the dynamical low-rank approximation by matrices and tensor trains (or matrix product states). The integrator is time-reversible and preserves both the norm and the total energy.
A robust and efficient time integrator for dynamical tensor approximation in the tensor train or matrix product state format is presented. The method is based on splitting the projector onto the tangent space of the tensor manifold. The algorithm can be used for updating time-dependent tensors in the given data-sparse tensor train/matrix product state format and for computing an approximate solution to high-dimensional tensor differential equations within this data-sparse format. The formulation, implementation, and theoretical properties of the proposed integrator are studied, and numerical experiments with problems from quantum molecular dynamics and with iterative processes in the tensor train format are included.
Abstract. Computing the numerical solution to high-dimensional tensor differential equations can lead to prohibitive computational costs and memory requirements. To reduce the memory and computational footprint, dynamical low-rank approximation (DLRA) has proven to be a promising approach. DLRA represents the solution as a low-rank tensor factorization and evolves the resulting low-rank factors in time. A central challenge in DLRA is to find time integration schemes that are robust to the arising small singular values. A robust parallel basis update and Galerkin integrator, which simultaneously evolves all low-rank factors, has recently been derived for matrix differential equations. This work extends the parallel low-rank matrix integrator to Tucker tensors and general tree tensor networks, yielding an algorithm in which all bases and connecting tensors are evolved in parallel over a time step. We formulate the algorithm, provide a robust error bound, and demonstrate the efficiency of the new integrators for problems in quantum many-body physics, uncertainty quantification, and radiative transfer. Reproducibility of computational results. This paper has been awarded the “SIAM Reproducibility Badge: Code and data available” as a recognition that the authors have followed reproducibility principles valued by SISC and the scientific computing community. Code and data that allow readers to reproduce the results in this paper are available at https://github.com/JonasKu/Publication-Parallel-BUG-for-TTNs and in the supplementary materials ( Publication-Parallel-BUG-for-TTNs-main.zip [112 KB]). [Formula: see text]
We study low-rank tensor methods for the numerical solution of Schrödinger's equation with time-independent and explicitly time-dependent Hamiltonians, motivated by large-scale simulations of many-body quantum systems and quantum computing devices subject to time-dependent control pulses. We outline the recent application of the "basis update and Galerkin" (BUG) method for tensor trains, and describe the established TDVP and TDVP-2 algorithms based on the time-dependent variational principle. For comparison, we also consider the BUG method in the Tucker format. All these approaches enable memory efficient representations of partially entangled quantum states and thereby mitigate the exponential cost of conventional state-vector formulations. The rank-adaptivity relies on the truncated singular value decomposition, in which the rank of a matrix is reduced by setting its smallest singular values to zero, based on a threshold parameter that controls the truncation error. Numerical experiments on representative time-independent and time-dependent Hamiltonian models quantify the tradeoff between accuracy and compression across methods, with particular attention to the interplay between the time-step and the truncation threshold, and how the computational effort scales with the number of sub-systems in the quantum system.
We present a brief survey on the modern tensor numerical methods for multidimensional stationary and time-dependent partial differential equations (PDEs). The guiding principle of the tensor approach is the rank-structured separable approximation of multivariate functions and operators represented on a grid. Recently, the traditional Tucker, canonical, and matrix product states (tensor train) tensor models have been applied to the grid-based electronic structure calculations, to parametric PDEs, and to dynamical equations arising in scientific computing. The essential progress is based on the quantics tensor approximation method proved to be capable to represent (approximate) function related d-dimensional data arrays of size Nd with log-volume complexity, O(dlog N). Combined with the traditional numerical schemes, these novel tools establish a new promising approach for solving multidimensional integral and differential equations using low-parametric rank-structured tensor formats. As the main example, we describe the grid-based tensor numerical approach for solving the 3D nonlinear Hartree-Fock eigenvalue problem, that was the starting point for the developments of tensor-structured numerical methods for large-scale computations in solving real-life multidimensional problems. We also discuss a new method for the fast 3D lattice summation of electrostatic potentials by assembled low-rank tensor approximation capable to treat the potential sum over millions of atoms in few seconds. We address new results on tensor approximation of the dynamical Fokker-Planck and master equations in many dimensions up to d = 20. Numerical tests demonstrate the benefits of the rank-structured tensor approximation on the aforementioned examples of multidimensional PDEs. In particular, the use of grid-based tensor representations in the reduced basis of atomics orbitals yields an accurate solution of the Hartree-Fock equation on large N × N × N grids with a grid size of up to N = 105.