Stability analysis of hierarchical tensor methods for time-dependent PDEs

Abstract

In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for stability and convergence of tensor solutions evolving on tensor manifolds with constant rank. We also argue that the applicability of PDE solvers with explicit time-stepping may be limited by time-step restriction dependent on the dimension of the problem. Numerical applications are presented and discussed for variable coefficients linear hyperbolic and parabolic PDEs.