Implicit Integration of Nonlinear Evolution Equations on Tensor Manifolds

Abstract

Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations. However, the combination of non-linearity and stiffness may introduce time-step restrictions which could make explicit integration computationally infeasible. To overcome this problem, we develop a new class of implicit rank-adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms are based on performing one time step with a conventional time-stepping scheme, followed by an implicit fixed point iteration step involving a rank-adaptive truncation operation onto a tensor manifold. Implicit step truncation methods are straightforward to implement as they rely only on arithmetic operations between tensors, which can be performed by efficient and scalable parallel algorithms. Numerical applications demonstrating the effectiveness of implicit step-truncation tensor integrators are presented and discussed for the Allen–Cahn equation, the Fokker–Planck equation, and the nonlinear Schrödinger equation.