On the approximation of high-dimensional differential equations in the hierarchical Tucker format

Abstract

The hierarchical Tucker format is a way to decompose a high-dimensional tensor recursively into sums of products of lower-dimensional tensors. The number of degrees of freedom in such a representation is typically many orders of magnitude lower than the number of entries of the original tensor. This makes the hierarchical Tucker format a promising approach to solve ordinary differential equations for high-dimensional tensors. In order to propagate the approximation in time, differential equations for the parameters of the hierarchical Tucker format are derived from the Dirac-Frenkel variational principle. We prove an error bound for the dynamical approximation in the hierarchical Tucker format by extending previous results of Koch and Lubich for the non-hierarchical Tucker format.