A new splitting algorithm for dynamical low-rank approximation motivated by the fibre bundle structure of matrix manifolds

DOI10.1007/s10543-021-00884-xzbMath1494.65019arXiv2001.08599OpenAlexW3197536648MaRDI QIDQ2132424

Antonio Falcó, Marie Billaud Friess, Anthony Nouy

Publication date: 28 April 2022

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.08599

zbMATH Keywords

matrix differential equationmatrix manifolddynamical low-rank approximationsplitting integrator

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) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Related Items (1)

Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes

Cites Work

• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
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• Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs
• Dynamical Model Reduction Method for Solving Parameter-Dependent Dynamical Systems
• A Geometric Approach to Dynamical Model Order Reduction
• Dynamical Low‐Rank Approximation

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