Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes

DOI10.1137/22m1534948arXiv2211.07852MaRDI QIDQ6154958

Pierre F. J. Lermusiaux, Unnamed Author

Publication date: 16 February 2024

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.07852

zbMATH Keywords

stochastic differential equationsretractiondifferential geometrymatrix differential equationsuncertainty quantificationreduced-order modelingdynamical low-rank approximationdynamically orthogonal equationsfixed-rank matrix manifold

Mathematics Subject Classification ID

Factorization of matrices (15A23) Methods of local Riemannian geometry (53B21) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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