Low-rank tensor structure preservation in fractional operators by means of exponential sums

preprint2022arXivOpen access

Abstract

The use of fractional differential equations is a key tool in modeling non-local phenomena. Often, an efficient scheme for solving a linear system involving the discretization of a fractional operator is evaluating the matrix function x=A−αcx = \mathcal A^{-α} c, where A\mathcal A is a discretization of the classical Laplacian, and αα a fractional exponent between 00 and 11. In this work, we derive an exponential sum approximation for f(z)=z−αf(z) =z^{-α} that is accurate over [1,∞)[1, \infty) and allows to efficiently approximate the action of bounded and unbounded operators of this kind on tensors stored in a variety of low-rank formats (CP, TT, Tucker). The results are relevant from a theoretical perspective as well, as they predict the low-rank approximability of the solutions of these linear systems in low-rank tensor formats.

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