Permutation of Tensor-Train Cores for Computing Moments on Stochastic Differential Equations

Abstract

Tensor networks, particularly the tensor train (TT) format, have emerged as powerful tools for high-dimensional computations in physics and computer science. In solving coupled differential equations, such as those arising from stochastic differential equations (SDEs) via duality relations, ordering the TT cores significantly influences numerical accuracy. In this study, we first systematically investigate how different orderings of the TT cores affect the accuracy of computed moments using the duality relation in stochastic processes. Through numerical experiments on a two-body interaction model, we demonstrate that specific orderings of the TT cores yield lower relative errors, particularly when they align with the underlying interaction structure of the system. Motivated by these findings, we then propose a novel quantitative measure, $score$, which is defined based on an ordering of the TT cores and an SDE parameter set. While the score is independent of the accuracy of moments to compute by definition, we assess its effectiveness by evaluating the accuracy of computed moments. Our results indicate that orderings that minimize the score tend to yield higher accuracy. This study provides insights into optimizing orderings of the TT cores, which is essential for efficient and reliable high-dimensional simulations of stochastic processes.