Symplectic dynamical low rank approximation of wave equations with random parameters

DOI10.1007/s10543-020-00811-6zbMath1479.65009OpenAlexW3024413179MaRDI QIDQ2216487

Fabio Nobile, Eleonora Musharbash, Eva Vidličková

Publication date: 16 December 2020

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-020-00811-6

zbMATH Keywords

uncertainty quantificationrandom wave equationsdynamical low rank approximationsymplectic reduced modelling

Mathematics Subject Classification ID

Wave equation (35L05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

Related Items (11)

On the Stability of Robust Dynamical Low-Rank Approximations for Hyperbolic Problems ⋮ Reduced basis methods for time-dependent problems ⋮ Rank-adaptive structure-preserving model order reduction of Hamiltonian systems ⋮ Polynomial Chaos Expansions for Stiff Random ODEs ⋮ Dynamically Orthogonal Runge–Kutta Schemes with Perturbative Retractions for the Dynamical Low-Rank Approximation ⋮ Low-rank tensor methods for partial differential equations ⋮ Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes ⋮ Structure-preserving model order reduction of Hamiltonian systems ⋮ Dynamical reduced basis methods for Hamiltonian systems ⋮ A low-rank power iteration scheme for neutron transport criticality problems ⋮ A rank-adaptive robust integrator for dynamical low-rank approximation

Uses Software

• FEniCS

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