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Functional tensor train neural network for solving high-dimensional PDEs

Yani Feng, Michael K. Ng, Kejun Tang, Zhiwen Zhang

TL;DR

The paper introduces a functional tensor train neural network (FTTNN) for solving high-dimensional PDEs on irregular domains, using a functional tensor train (FTT) representation with TT-core functions parameterized by neural networks. It defines the functional tensor train rank and establishes an approximation property showing that, for any $\epsilon>0$, a suitable FTT-rank and neural-network cores can approximate the target solution in $L^2(\Omega)$ to within $\epsilon$. Training uses a physics-informed loss that leverages TT structure to reduce high-dimensional integrals to one-dimensional Gauss quadratures, avoiding sampling errors. Extensive numerical experiments across Poisson, Helmholtz, and Schrödinger problems demonstrate that FTTNN often outperforms discrete TT methods and PINN/DRM baselines, especially on irregular domains and higher dimensions, indicating strong potential for scalable, accurate high-dimensional PDE solvers.

Abstract

Discrete tensor train decomposition is widely employed to mitigate the curse of dimensionality in solving high-dimensional PDEs through traditional methods. However, the direct application of the tensor train method typically requires uniform grids of regular domains, which limits its application on non-uniform grids or irregular domains. To address the limitation, we develop a functional tensor train neural network (FTTNN) for solving high-dimensional PDEs, which can represent PDE solutions on non-uniform grids or irregular domains. An essential ingredient of our approach is to represent the PDE solutions by the functional tensor train format whose TT-core functions are approximated by neural networks. To give the functional tensor train representation, we propose and study functional tensor train rank and employ it into a physics-informed loss function for training. Because of tensor train representation, the resulting high-dimensional integral in the loss function can be computed via one-dimensional integrals by Gauss quadrature rules. Numerical examples including high-dimensional PDEs on regular or irregular domains are presented to demonstrate that the performance of the proposed FTTNN is better than that of Physics Informed Neural Networks (PINN).

Functional tensor train neural network for solving high-dimensional PDEs

TL;DR

The paper introduces a functional tensor train neural network (FTTNN) for solving high-dimensional PDEs on irregular domains, using a functional tensor train (FTT) representation with TT-core functions parameterized by neural networks. It defines the functional tensor train rank and establishes an approximation property showing that, for any , a suitable FTT-rank and neural-network cores can approximate the target solution in to within . Training uses a physics-informed loss that leverages TT structure to reduce high-dimensional integrals to one-dimensional Gauss quadratures, avoiding sampling errors. Extensive numerical experiments across Poisson, Helmholtz, and Schrödinger problems demonstrate that FTTNN often outperforms discrete TT methods and PINN/DRM baselines, especially on irregular domains and higher dimensions, indicating strong potential for scalable, accurate high-dimensional PDE solvers.

Abstract

Discrete tensor train decomposition is widely employed to mitigate the curse of dimensionality in solving high-dimensional PDEs through traditional methods. However, the direct application of the tensor train method typically requires uniform grids of regular domains, which limits its application on non-uniform grids or irregular domains. To address the limitation, we develop a functional tensor train neural network (FTTNN) for solving high-dimensional PDEs, which can represent PDE solutions on non-uniform grids or irregular domains. An essential ingredient of our approach is to represent the PDE solutions by the functional tensor train format whose TT-core functions are approximated by neural networks. To give the functional tensor train representation, we propose and study functional tensor train rank and employ it into a physics-informed loss function for training. Because of tensor train representation, the resulting high-dimensional integral in the loss function can be computed via one-dimensional integrals by Gauss quadrature rules. Numerical examples including high-dimensional PDEs on regular or irregular domains are presented to demonstrate that the performance of the proposed FTTNN is better than that of Physics Informed Neural Networks (PINN).
Paper Structure (14 sections, 4 theorems, 40 equations, 9 figures, 9 tables, 1 algorithm)

This paper contains 14 sections, 4 theorems, 40 equations, 9 figures, 9 tables, 1 algorithm.

Key Result

Theorem 2.1

For a $d$-th order tensor $\mathrm{A}\in$$\mathbb{R}^{n_1\times \cdots \times n_d}$, there exists a tensor train decomposition oseledets2011tensor with TT-ranks $(r_0,r_1,\dots,r_d)$, where $r_0=r_d=1$, and for $k=1,\dots,d-1$, Here, the first $k$ indices of $\mathrm{A}$ enumerate the rows of the matrices $A_k$ and the last $d-k$ indices enumerate the columns of $A_k$. The matrices $A_k$ are call

Figures (9)

  • Figure 1: Solutions of three-dimensional Poisson equations on L shape domain at $x_3=0.5$, test problem 2.
  • Figure 2: Relative error vs epoch ($d=3, r=2$), test problem 3:
  • Figure 3: Solutions of three-dimensional Poisson equations on regular domains at $x_3=0.1$, test problem 3.
  • Figure 4: Relative error vs epoch ($d=5, r=3$), test problem \ref{['h1']}
  • Figure 5: Solutions of five-dimensional Helmoltz equations at $x_3=x_4=x_5=0.1$, test problem \ref{['h1']}.
  • ...and 4 more figures

Theorems & Definitions (8)

  • Theorem 2.1: Discrete tensor train decomposition
  • Definition 2.2: Tensor function
  • Definition 2.3: Sampled tensor set
  • Definition 2.4: Functional tensor train rank
  • Proposition 2.5
  • Theorem 2.6: Functional tensor train decomposition
  • Theorem 3.1: Approximation error
  • Proof 1