Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations

DOI10.1007/s00211-021-01241-4OpenAlexW3214546852MaRDI QIDQ2055995

Yoshihito Kazashi, Eva Vidličková, Fabio Nobile

Publication date: 1 December 2021

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.05211

Mathematics Subject Classification ID

Related Items (6)

On the Stability of Robust Dynamical Low-Rank Approximations for Hyperbolic Problems ⋮ Isogeometric analysis of diffusion problems on random surfaces ⋮ Dynamically Orthogonal Runge–Kutta Schemes with Perturbative Retractions for the Dynamical Low-Rank Approximation ⋮ Low-rank tensor methods for partial differential equations ⋮ Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs ⋮ A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations

Uses Software

• FEniCS
• SciPy
• MCTDH

Cites Work

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