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Related papers: Dynamical low-rank approximation for Burgers' equa…

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The dynamical low-rank approximation (DLRA) is used to treat high-dimensional problems that arise in such diverse fields as kinetic transport and uncertainty quantification. Even though it is well known that certain spatial and temporal…

Numerical Analysis · Mathematics 2021-07-16 Jonas Kusch , Lukas Einkemmer , Gianluca Ceruti

In this paper, we propose a dynamical low-rank (DLR) approximation framework for solving the semiclassical Schrodinger equation with uncertainties. The primary numerical challenges arise from the dual nature of the oscillations: the spatial…

Numerical Analysis · Mathematics 2026-02-23 Liu Liu , Limin Xu , Zhenyi Zhu

The numerical solution of parameter identification inverse problems for kinetic equations can exhibit high computational and memory costs. In this paper, we propose a dynamical low-rank scheme for the reconstruction of the scattering…

Numerical Analysis · Mathematics 2025-06-27 Lena Baumann , Lukas Einkemmer , Christian Klingenberg , Jonas Kusch

We consider dynamical low-rank approximation (DLRA) for the numerical simulation of Vlasov--Poisson equations based on separation of space and velocity variables, as proposed in several recent works. The standard approach for the time…

Numerical Analysis · Mathematics 2024-04-11 André Uschmajew , Andreas Zeiser

The numerical method of dynamical low-rank approximation (DLRA) has recently been applied to various kinetic equations showing a significant reduction of the computational effort. In this paper, we apply this concept to the linear…

Numerical Analysis · Mathematics 2024-11-12 Lena Baumann , Lukas Einkemmer , Christian Klingenberg , Jonas Kusch

Dose calculations in proton therapy require the fast and accurate solution of a high-dimensional transport equation for a large number of (pencil) beams with different energies and directions. Deterministically solving this transport…

Numerical Analysis · Mathematics 2025-08-07 Pia Stammer , Niklas Wahl , Jonas Kusch , Danny Lathouwers

In this paper, we present a predictor-corrector strategy for constructing rank-adaptive dynamical low-rank approximations (DLRAs) of matrix-valued ODE systems. The strategy is a compromise between (i) low-rank step-truncation approaches…

Numerical Analysis · Mathematics 2022-09-09 Cory Hauck , Stefan Schnake

In this paper, we set the mathematical foundations of the Dynamical Low-Rank Approximation (DLRA) method for stochastic differential equations (SDEs). DLRA aims at approximating the solution as a linear combination of a small number of…

Numerical Analysis · Mathematics 2024-08-23 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

Radiation transport problems are posed in a high-dimensional phase space, limiting the use of finely resolved numerical simulations. An emerging tool to efficiently reduce computational costs and memory footprint in such settings is…

Numerical Analysis · Mathematics 2022-12-26 Lukas Einkemmer , Jingwei Hu , Jonas Kusch

Due to its reduced memory and computational demands, dynamical low-rank approximation (DLRA) has sparked significant interest in multiple research communities. A central challenge in DLRA is the development of time integrators that are…

Numerical Analysis · Mathematics 2024-03-06 Jonas Kusch

In algorithms for solving optimization problems constrained to a smooth manifold, retractions are a well-established tool to ensure that the iterates stay on the manifold. More recently, it has been demonstrated that retractions are a…

Numerical Analysis · Mathematics 2024-03-11 Axel Séguin , Gianluca Ceruti , Daniel Kressner

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

In this work, we develop implicit rank-adaptive schemes for time-dependent matrix differential equations. The dynamic low rank approximation (DLRA) is a well-known technique to capture the dynamic low rank structure based on Dirac-Frenkel…

Numerical Analysis · Mathematics 2025-01-27 Daniel Appelö , Yingda Cheng

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…

Numerical Analysis · Mathematics 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

A numerical dynamical low-rank approximation (DLRA) scheme for the solution of the Vlasov-Poisson equation is presented. Based on the formulation of the DLRA equations as Friedrichs' systems in a continuous setting, it combines recently…

Numerical Analysis · Mathematics 2025-08-15 André Uschmajew , Andreas Zeiser

Dynamical low-rank approximation (DLRA) is a widely used paradigm for solving large-scale matrix differential equations, as they arise, for example, from the discretization of time-dependent partial differential equations on tensorized…

Numerical Analysis · Mathematics 2025-10-23 Benjamin Carrel , Daniel Kressner , Hei Yin Lam , Bart Vandereycken

Dynamical low-rank (DLR) approximation has gained interest in recent years as a viable solution to the curse of dimensionality in the numerical solution of kinetic equations including the Boltzmann and Vlasov equations. These methods…

Numerical Analysis · Mathematics 2024-04-12 Jack Coughlin , Jingwei Hu , Uri Shumlak

We introduce two novel interpolatory dynamical low-rank (DLR) approximation methods for the efficient time integration of the Boltzmann-BGK equation. Both methods overcome limitations of classic DLR schemes based on orthogonal projections…

Numerical Analysis · Mathematics 2025-08-21 Alec Dektor , Lukas Einkemmer

Computational methods for thermal radiative transfer problems exhibit high computational costs and a prohibitive memory footprint when the spatial and directional domains are finely resolved. A strategy to reduce such computational costs is…

Numerical Analysis · Mathematics 2023-12-27 Lena Baumann , Lukas Einkemmer , Christian Klingenberg , Jonas Kusch

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
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