Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval

DOI10.1007/s40072-020-00177-4zbMath1480.35414arXiv2002.02356OpenAlexW3047113000MaRDI QIDQ2062276

Yoshihito Kazashi, Fabio Nobile

Publication date: 27 December 2021

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.02356

zbMATH Keywords

singular value decompositionabstract Cauchy problemwell-posednessdynamical low rank approximationdual DO formulation

Mathematics Subject Classification ID

Factorization of matrices (15A23) Probabilistic models, generic numerical methods in probability and statistics (65C20) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (2)

Low-rank tensor methods for partial differential equations ⋮ Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations

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