A rank-adaptive robust integrator for dynamical low-rank approximation

DOI10.1007/s10543-021-00907-7OpenAlexW3159518066MaRDI QIDQ2100533

Christian Lubich, Jonas Kusch, Gianluca Ceruti

Publication date: 22 November 2022

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.05247

zbMATH Keywords

dynamical low-rank approximationstructure-preserving integratormatrix and tensor differential equationsrank adaptivity

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Multilinear algebra, tensor calculus (15A69) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Related Items (16)

On the Stability of Robust Dynamical Low-Rank Approximations for Hyperbolic Problems ⋮ Dynamically Orthogonal Runge–Kutta Schemes with Perturbative Retractions for the Dynamical Low-Rank Approximation ⋮ Low-rank tensor methods for partial differential equations ⋮ Full-rank and low-rank splitting methods for the Swift-Hohenberg equation ⋮ A dynamical low-rank approach to solve the chemical master equation for biological reaction networks ⋮ A Predictor-Corrector Strategy for Adaptivity in Dynamical Low-Rank Approximations ⋮ Accelerating the simulation of kinetic shear Alfvén waves with a dynamical low-rank approximation ⋮ Low-rank parareal: a low-rank parallel-in-time integrator ⋮ Reduced-order modeling of neutron transport eigenvalue problems separated in energy by proper generalized decomposition ⋮ Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes ⋮ Asymptotic-Preserving and Energy Stable Dynamical Low-Rank Approximation ⋮ A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations ⋮ Rank-adaptive dynamical low-rank integrators for first-order and second-order matrix differential equations ⋮ A robust and conservative dynamical low-rank algorithm ⋮ A rank-adaptive robust integrator for dynamical low-rank approximation ⋮ A sweep-based low-rank method for the discrete ordinate transport equation

Uses Software

• GitHub

Cites Work

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