Low-rank parareal: a low-rank parallel-in-time integrator

DOI10.1007/s10543-023-00953-3OpenAlexW4319170698MaRDI QIDQ2684445

Benjamin Carrel, Martin J. Gander, Bart Vandereycken

Publication date: 16 February 2023

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.08455

zbMATH Keywords

initial value problemparallel algorithmmatrix differential equationdynamical low-rank approximation

Mathematics Subject Classification ID

Parallel algorithms in computer science (68W10) 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) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical methods for matrix equations (65F45)

Related Items (2)

Full-rank and low-rank splitting methods for the Swift-Hohenberg equation ⋮ Error Bound Analysis of the Stochastic Parareal Algorithm

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