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arXiv:2305.17884

Combining Monte Carlo and Tensor-network Methods for Partial Differential Equations via Sketching

Yi-An Chen, Yuehaw Khoo, Yu, Ziang

Published May 29, 2023• 0 citations
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Abstract

In this paper, we propose a general framework for solving high-dimensional partial differential equations with tensor networks. Our approach uses Monte-Carlo simulations to update the solution and re-estimates the new solution from samples as a tensor-network using a recently proposed tensor train sketching technique. We showcase the versatility and flexibility of our approach by applying it to two specific scenarios: simulating the Fokker-Planck equation through Langevin dynamics and quantum imaginary time evolution via auxiliary-field quantum Monte Carlo. We also provide convergence guarantees and numerical experiments to demonstrate the efficacy of the proposed method.

DOI
10.48550/arxiv.2305.17884

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In this paper, we propose a general framework for solving high-dimensional partial differential equations with tensor networks. Our approach uses Monte-Carlo simulations to update the solution and re-estimates the new solution from samples as a tensor-network using a recently proposed tensor train sketching technique. We showcase the versatility and flexibility of our approach by applying it to two specific scenarios: simulating the Fokker-Planck equation through Langevin dynamics and quantum imaginary time evolution via auxiliary-field quantum Monte Carlo. We also provide convergence guarantees and numerical experiments to demonstrate the efficacy of the proposed method.
Accurately solving high-dimensional partial differential equations (PDEs) remains a central challenge in computational mathematics. Traditional numerical methods, while effective in low-dimensional settings or on coarse grids, often struggle to deliver the precision required in practical applications. Recent machine learning-based approaches offer flexibility but frequently fall short in terms of accuracy and reliability, particularly in industrial contexts. In this work, we explore a quantum-inspired method based on quantized tensor trains (QTT), enabling efficient and accurate solutions to PDEs in a variety of challenging scenarios. Through several representative examples, we show that the QTT approach can achieve logarithmic scaling in memory and computational cost for linear PDEs when the relevant QTT ranks remain moderate. We also develop QTT space-time formulations that treat time as an additional dimension, allowing the full temporal evolution to be represented and solved globally rather than through sequential time stepping. For the nonlinear Burgers equation, we study both time-stepping and a frozen-coefficient space-time Picard scheme in QTT form, and report empirical convergence behavior on smooth one-dimensional viscous test problems. Additionally, we present a proof-of-concept data-driven workflow within the quantum-inspired framework, in which sampled source data are interpolated into QTT form and then incorporated directly into the structured PDE solver.
We present a quantum-inspired tensor-network framework for solving advection-diffusion-reaction (ADR) partial differential equations. Discretized solution fields are encoded as matrix product states (MPS), while differential operators are represented as matrix product operators (MPOs). Time integration is performed entirely in tensor-network form using explicit Euler updates with controlled truncation. The method is evaluated on one- and two-dimensional ADR problems and compared with high-accuracy Runge-Kutta reference solutions. Numerical results show that the proposed representation remains compact, stable, and accurate across a range of dynamical regimes. The solver captures both local solution profiles and global observables while maintaining small bond dimensions throughout the simulation. These results highlight the potential of tensor networks as efficient structure-preserving tools for PDE simulation in multiple spatial dimensions.
We present a quantum-inspired tensor-network framework for solving advection–diffusion–reaction (ADR) partial differential equations. Discretized solution fields are encoded as matrix product states (MPS), while differential operators are represented as matrix product operators (MPOs). Time integration is performed entirely in tensor-network form using explicit Euler updates with controlled truncation. The method is evaluated on one- and two-dimensional ADR problems and compared with high-accuracy Runge–Kutta reference solutions. Numerical results show that the proposed representation remains compact, stable, and accurate across a range of dynamical regimes. The solver captures both local solution profiles and global observables while maintaining small bond dimensions throughout the simulation. These results highlight the potential of tensor networks as efficient structure-preserving tools for PDE simulation in multiple spatial dimensions.
We propose a novel algorithm for calculating the ground-state energy of quantum many-body systems by combining auxiliary-field quantum Monte Carlo (AFQMC) with tensor-train sketching. In AFQMC, a good trial wavefunction to guide the random walk is crucial for improving the sampling efficiency and controlling the sign problem. Our proposed method iterates between determining a new trial wavefunction in the form of a tensor train, derived from the current walkers, and using this updated trial wavefunction to anchor the next phase of AFQMC. Numerical results demonstrate that the algorithm is highly accurate for large spin systems. The overlap between the estimated trial wavefunction and the ground-state wavefunction also achieves high fidelity. We additionally provide a convergence analysis, highlighting how an effective trial wavefunction can reduce the variance in the AFQMC energy estimation. From a complementary perspective, our algorithm also extends the reach of tensor-train methods for studying quantum many-body systems.
Abstract. Solving high-dimensional partial differential equations necessitates methods free of exponential scaling in the dimension of the problem. This work introduces a tensor network approach for the Kolmogorov backward equation via approximating directly the Markov operator. We show that the high-dimensional Markov operator can be obtained under a functional hierarchical tensor (FHT) ansatz with a hierarchical sketching algorithm. When the terminal condition admits an FHT ansatz, the proposed operator outputs an FHT ansatz for the PDE solution through an efficient functional tensor network contraction procedure. In addition, the proposed operator-based approach also provides an efficient way to solve the Kolmogorov forward equation when the initial distribution is in an FHT ansatz. We apply the proposed approach successfully to two challenging time-dependent Ginzburg–Landau models with hundreds of variables.
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.