Time Integration of Tree Tensor Networks

Abstract

Dynamical low-rank approximation by tree tensor networks is studied for the data-sparse approximation of large time-dependent data tensors and unknown solutions to tensor differential equations. A time integration method for tree tensor networks of prescribed tree rank is presented and analyzed. It extends the known projector-splitting integrators for dynamical low-rank approximation by matrices and rank-constrained Tucker tensors and is shown to inherit their favorable properties. The integrator is based on recursively applying the low-rank Tucker tensor integrator. In every time step, the integrator climbs up and down the tree: it uses a recursion that passes from the root to the leaves of the tree for the construction of initial value problems on subtree tensor networks using appropriate restrictions and prolongations, and another recursion that passes from the leaves to the root for the update of the factors in the tree tensor network. The integrator reproduces given time-dependent tree tensor networks of the specified tree rank exactly and is robust to the typical presence of small singular values in matricizations of the connection tensors, in contrast to standard integrators applied to the differential equations for the factors in the dynamical low-rank approximation by tree tensor networks.