Stochastic dynamical low-rank approximation method

DOI10.1016/j.jcp.2018.06.058zbMath1415.65015arXiv1803.00499OpenAlexW2791638000MaRDI QIDQ2000452

Yu Cao, Jian-feng Lu

Publication date: 28 June 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.00499

zbMATH Keywords

stochastic differential equationmodel reductionLindblad equationdynamical low-rank approximation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)

Related Items (3)

Parallel transport dynamics for mixed quantum states with applications to time-dependent density functional theory ⋮ Dynamical low-rank approximation to the solution of parabolic differential equations ⋮ Adaptive sparse interpolation for accelerating nonlinear stochastic reduced-order modeling with time-dependent bases

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