Tensor-Train Formulation and Numerical Study of the Peaceman–Rachford and Douglas–Rachford Splitting Schemes for Multidimensional Parabolic Evolution Equations

We formulate the Peaceman–Rachford (PR) and Douglas–Rachford (DR) operator splitting schemes for multidimensional parabolic evolution equations in the tensor-train (TT) format. The resulting TT-PR and TT-DR algorithms maintain the evolving state and the split operators in TT form, solve the implicit subproblems approximately with the Alternating Minimal Energy (AMEn) method, and control TT ranks through preventive rounding and a rank cap enforced within the inner solves. We analyze per-step computational complexity, practical rank behavior, and total error decomposition, and we validate the algorithms on benchmark problems in two to eight spatial dimensions, with additional higher-dimensional scaling illustrations.

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Journal
Algorithms
Published
2026-09-11
DOI
https://doi.org/10.3390/a19090784
Primary Topic
Tensor decomposition and applications
Type
article
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Tensor-Train Formulation and Numerical Study of the Peaceman–Rachford and Douglas–Rachford Splitting Schemes for Multidimensional Parabolic Evolution Equations

Gianmarco Manzini
Algorithms
Tensor decomposition and applications
article

Tensor-Train Formulation and Numerical Study of the Peaceman–Rachford and Douglas–Rachford Splitting Schemes for Multidimensional Parabolic Evolution Equations

Gianmarco Manzini
article en

Abstract

We formulate the Peaceman–Rachford (PR) and Douglas–Rachford (DR) operator splitting schemes for multidimensional parabolic evolution equations in the tensor-train (TT) format. The resulting TT-PR and TT-DR algorithms maintain the evolving state and the split operators in TT form, solve the implicit subproblems approximately with the Alternating Minimal Energy (AMEn) method, and control TT ranks through preventive rounding and a rank cap enforced within the inner solves. We analyze per-step computational complexity, practical rank behavior, and total error decomposition, and we validate the algorithms on benchmark problems in two to eight spatial dimensions, with additional higher-dimensional scaling illustrations.

AlgorithmsVol. 19(9)
Los Alamos National Laboratory (US)
Openalex Percentile: Top 12%
Tensor decomposition and applications
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