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In this paper, we develop an asymptotic-preserving dynamical low-rank method for the multiscale linear kinetic transport equation. The proposed scheme is unconditionally stable in the diffusive regime while preserving the correct asymptotic…

Numerical Analysis · Mathematics 2026-02-16 Shun Li , Yan Jiang , Mengping Zhang , Tao Xiong

In a recent paper we presented a new ultra efficient numerical method for solving kinetic equations of the Boltzmann type (G. Dimarco, R. Loubere, Towards an ultra efficient kinetic scheme. Part I: basics on the 689 BGK equation, J. Comp.…

Numerical Analysis · Mathematics 2015-06-12 Giacomo Dimarco , Raphaël Loubere

Low-rank pre-training and fine-tuning have recently emerged as promising techniques for reducing the computational and storage costs of large neural networks. Training low-rank parameterizations typically relies on conventional optimizers…

Machine Learning · Computer Science 2025-10-31 Steffen Schotthöfer , Timon Klein , Jonas Kusch

Deterministic models for radiation transport describe the density of radiation particles moving through a background material. In radiation therapy applications, the phase space of this density is composed of energy, spatial position and…

Numerical Analysis · Mathematics 2021-11-16 Jonas Kusch , Pia Stammer

This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…

Numerical Analysis · Mathematics 2024-09-11 Hei Yin Lam , Gianluca Ceruti , Daniel Kressner

This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…

Numerical Analysis · Mathematics 2022-02-02 Jan S. Hesthaven , Cecilia Pagliantini , Nicolò Ripamonti

We study high-dimensional covariance/precision matrix estimation under the assumption that the covariance/precision matrix can be decomposed into a low-rank component L and a diagonal component D. The rank of L can either be chosen to be…

Methodology · Statistics 2018-02-19 Yilei Wu , Yingli Qin , Mu Zhu

In this paper, we present a new adaptive rank approximation technique for computing solutions to the high-dimensional linear kinetic transport equation. The approach we propose is based on a macro-micro decomposition of the kinetic model in…

Numerical Analysis · Mathematics 2025-09-09 William A. Sands , Wei Guo , Jing-Mei Qiu , Tao Xiong

Low-rank methods for kinetic equations have attracted increasing attention due to their effectiveness in reducing the high dimensionality of phase space. In our previous work [G. Wang & J. Hu, J. Comput. Phys. 558 (2026) 114884], we…

Numerical Analysis · Mathematics 2026-05-18 Geshuo Wang , Jingwei Hu

An efficient technique based on low-rank separated approximations is proposed for computation of three-dimensional integrals arising in the energy deposition model that describes ion-atomic collisions. Direct tensor-product quadrature…

Computational Physics · Physics 2015-11-17 M. S. Litsarev , I. V. Oseledets

The dynamical low-rank (DLR) approximation is an efficient technique to approximate the solution to matrix differential equations. Recently, the DLR method was applied to radiation transport calculations to reduce memory requirements and…

Computational Physics · Physics 2022-11-23 Zhuogang Peng , Ryan G. McClarren

The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…

Numerical Analysis · Mathematics 2025-08-12 Qiaohua Liu , Yuejuan Yu

Dynamical low-rank approximation (DLRA) is an emerging tool for reducing computational costs and provides memory savings when solving high-dimensional problems. In this work, we propose and analyze a semi-implicit dynamical low-rank…

Numerical Analysis · Mathematics 2023-08-14 Peimeng Yin , Eirik Endeve , Cory D. Hauck , Stefan R. Schnake

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

In this paper, we propose a new splitting algorithm for dynamical low-rank approximation motivated by the fibre bundle structure of the set of fixed rank matrices. We first introduce a geometric description of the set of fixed rank matrices…

Numerical Analysis · Mathematics 2022-03-25 Marie Billaud-Friess , Antonio Falcó , Anthony Nouy

We present a quantum algorithm for computational fluid dynamics based on the Lattice-Boltzmann method. Our approach involves a novel encoding strategy and a modified collision operator, assuming full relaxation to the local equilibrium…

The restricted Boltzmann machine is a basic machine learning tool able, in principle, to model the distribution of some arbitrary dataset. Its standard training procedure appears however delicate and obscure in many respects. We bring some…

Disordered Systems and Neural Networks · Physics 2021-11-18 Aurélien Decelle , Cyril Furtlehner

Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While…

Numerical Analysis · Mathematics 2026-02-03 Vladimir R. Kostic , Dragana Lj. Cvetkovic , Ljiljana Cvetkovic

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini
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