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arXiv:2503.22816 · SIAM Journal on Scientific Computing

Solving the Fokker–Planck Equation of Discretized Dean–Kawasaki Models with Functional Hierarchical Tensor

Xun Tang, Lexing Ying B

Published Aug 6, 2026• 0 citations
arXivHTMLPDF

Abstract

Abstract. We propose a particle-based workflow for approximating the time-dependent law of finite-volume discretizations of the Dean–Kawasaki model. After discretization, the state is a nonnegative vector whose total mass is conserved by the finite-volume scheme, and it is therefore supported on a probability simplex. To enable tensor-network density estimation, we map the simplex to an unconstrained Euclidean space using a centered logarithmic transform and then apply a wavelet transform that organizes degrees of freedom by spatial scale. On the transformed variables, we fit the probability density with a functional hierarchical tensor over a wavelet basis, i.e., a hierarchical-Tucker/tree-tensor-network representation of the coefficient tensor of a fixed univariate basis expansion. We illustrate the method on 1D and 2D examples with [Formula: see text] degrees of freedom, including cases with external potentials and pairwise interactions. The method accurately captures the site-wise correlations and other observables of the true model. 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/Xun-Tang123/FHT_for_deans_equation and in the supplementary materials ( FHT_for_deans_equation-main.zip [27.5MB]). [Formula: see text]

DOI
10.1137/25m1746318

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Abstract. We propose a particle-based workflow for approximating the time-dependent law of finite-volume discretizations of the Dean–Kawasaki model. After discretization, the state is a nonnegative vector whose total mass is conserved by the finite-volume scheme, and it is therefore supported on a probability simplex. To enable tensor-network density estimation, we map the simplex to an unconstrained Euclidean space using a centered logarithmic transform and then apply a wavelet transform that organizes degrees of freedom by spatial scale. On the transformed variables, we fit the probability density with a functional hierarchical tensor over a wavelet basis, i.e., a hierarchical-Tucker/tree-tensor-network representation of the coefficient tensor of a fixed univariate basis expansion. We illustrate the method on 1D and 2D examples with [Formula: see text] degrees of freedom, including cases with external potentials and pairwise interactions. The method accurately captures the site-wise correlations and other observables of the true model. 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/Xun-Tang123/FHT_for_deans_equation and in the supplementary materials ( FHT_for_deans_equation-main.zip [27.5MB]). [Formula: see text]
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Abstract. We introduce the functional hierarchical tensor under a wavelet basis (FHT-W) ansatz for high-dimensional density estimation in lattice models. Recently, the functional tensor network has emerged as a suitable candidate for density estimation due to its ability to calculate the normalization constant exactly, a defining feature not enjoyed by neural network alternatives such as energy-based models or diffusion models. While current functional tensor network models show good performance for lattice models with weak or moderate couplings, we show that they face significant model capacity constraints when applied to lattice models with strong couplings. To address this issue, this work proposes to perform density estimation on the lattice model under a wavelet transformation. Motivated by the literature on scale separation, we perform iterative wavelet coarsening to separate the lattice model into different scales. Based on this multiscale structure, we design a new functional hierarchical tensor ansatz using a hierarchical tree topology, whereby information on the finer scale is further away from the root node of the tree. Our experiments show that the numerical rank of typical lattice models is significantly lower under an appropriate wavelet transformation. Furthermore, we show that our proposed model allows one to model challenging Gaussian field models and Ginzburg–Landau models.
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]
Quantification of stochastic or quantum systems by a joint probability density or wave function is a notoriously difficult computational problem, since the solution depends on all possible states (or realizations) of the system. Due to this combinatorial flavor, even a system containing as few as ten particles may yield as many as 101010^{10}1010 discretized states. None of even modern supercomputers are capable to cope with this curse of dimensionality straightforwardly, when the amount of quantum particles, for example, grows up to more or less interesting order of hundreds. A traditional approach for a long time was to avoid models formulated in terms of probabilistic functions, and simulate particular system realizations in a randomized process. Since different times in different communities, data-sparse methods came into play. Generally, they aim to define all data points indirectly, by a map from a low amount of representers, and recast all operations (e.g. linear system solution) from the initial data to the effective parameters. The most advanced techniques can be applied (at least, tried) to any given array, and do not rely explicitly on its origin. The current work contributes further progress to this area in the particular direction: tensor product methods for separation of variables. The separation of variables has a long history, and is based on the following elementary concept: a function of many variables may be expanded as a product of univariate functions. On the discrete level, a function is encoded by an array of its values, or a tensor. Therefore, instead of a huge initial array, the separation of variables allows to work with univariate factors with much less efforts. The dissertation contains a short overview of existing tensor representations: canonical PARAFAC, Hierarchical Tucker, Tensor Train (TT) formats, as well as the artificial tensorisation, resulting in the Quantized Tensor Train (QTT) approximation method. The contribution of the dissertation consists in both theoretical constructions and practical numerical algorithms for high-dimensional models, illustrated on the examples of the Fokker-Planck and the chemical master equations. Both arise from stochastic dynamical processes in multiconfigurational systems, and govern the evolution of the probability function in time. A special focus is put on time propagation schemes and their properties related to tensor product methods. We show that these applications yield large-scale systems of linear equations, and prove analytical separable representations of the involved functions and operators. We propose a new combined tensor format (QTT-Tucker), which descends from the TT format (hence TT algorithms may be generalized smoothly), but provides complexity reduction by an order of magnitude. We develop a robust iterative solution algorithm, constituting most advantageous properties of the classical iterative methods from numerical analysis and alternating density matrix renormalization group (DMRG) techniques from quantum physics. Numerical experiments confirm that the new method is preferable to DMRG algorithms. It is as fast as the simplest alternating schemes, but as reliable and accurate as the Krylov methods in linear algebra.
We introduce a new SVD-based tensor decomposition method for tensor networks with arbitrary graph topologies, extending classical hierarchical SVD-based techniques to networks with cycles and general connectivity. We also introduce addition and rounding procedures for traceable tensor graphs, enabling step-rounding time integration of high-dimensional PDEs directly in graph format, with rank truncation controlled to a prescribed tolerance at every time step. We demonstrate the new method on the decomposition of multivariate functions and on the numerical solution of the Fokker-Planck equation, and find that the graph-format representation attains comparable or better accuracy than the classical tensor train and hierarchical Tucker tensor formats, while using substantially fewer degrees of freedom at lower computational cost.
The hierarchical equations of motion (HEOM) method is a numerically exact open quantum system dynamics approach. The method is rooted in an exponential expansion of the bath correlation function, which in essence strategically reshapes a continuous environment into a set of effective bath modes that allow for more efficient cutoff at finite temperatures. Based on this understanding, one can map the HEOM method into a Schrödinger-like equation, with a non-Hermitian super-Hamiltonian for an extended wave function being the tensor product of the central system wave function and the Fock state of these effective bath modes. In this work, we explore the possibility of representing the extended wave function as a tree tensor network state (TTNS) and the super-Hamiltonian as a tree tensor network operator of the same structure as the TTNS, as well as the application of a time propagation algorithm using the time-dependent variational principle. Our benchmark calculations based on the spin-boson model with a slow-relaxing bath show that the proposed HEOM+TTNS approach yields consistent results with those of the conventional HEOM method, while the computation is considerably sped up. In addition, the simulation with a genuine TTNS is four times faster than a one-dimensional matrix product state decomposition scheme.