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We propose an inexact low-rank source iteration with diffusion synthetic acceleration (SI-DSA) for solving the multidimensional steady-state radiative transfer equation (RTE) in the second-order formulation. The angular flux is represented…

Numerical Analysis · Mathematics 2025-09-03 Wei Guo , Zhichao Peng

The thermal radiative transfer equations model temperature evolution through a background medium as a result of radiation. When a large number of particles are absorbed in a short time scale, the dynamics tend to a non-linear diffusion-type…

Numerical Analysis · Mathematics 2025-03-03 Chinmay Patwardhan , Martin Frank , 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

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 kinetic equations is challenging due to the high dimensionality of the underlying phase space. In this paper, we develop a dynamical low-rank method based on the projector-splitting integrator in tensor-train (TT)…

Numerical Analysis · Mathematics 2026-03-31 Geshuo Wang , Jingwei Hu

The dynamical low-rank approximation of time-dependent matrices is a low-rank factorization updating technique. It leads to differential equations for factors of the matrices, which need to be solved numerically. We propose and analyze a…

Numerical Analysis · Mathematics 2013-01-09 Christian Lubich , Ivan Oseledets

Dynamic Low Rank (DLR) methods are a promising way to reduce the computational cost and memory footprint of the high-dimensional thermal radiative transfer (TRT) equations. The TRT equations are a system of nonlinear PDEs that model the…

Numerical Analysis · Mathematics 2026-01-27 Terry Haut , John Loffeld , Lukas Einkemmer , Pierson Guthrey , Stefan Brunner , William Schill

In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

Numerical Analysis · Mathematics 2026-01-30 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

We introduce a dynamical low-rank method to reduce the computational complexity for solving the multi-scale multi-dimensional linear transport equation. The method is based on a macro-micro decomposition of the equation. The proposed…

Numerical Analysis · Mathematics 2021-06-02 Lukas Einkemmer , Jingwei Hu , Yubo Wang

Efficient and accurate numerical approximation of the full Boltzmann equation has been a longstanding challenging problem in kinetic theory. This is mainly due to the high dimensionality of the problem and the complicated collision…

Numerical Analysis · Mathematics 2021-12-07 Jingwei Hu , Yubo Wang

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

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

We propose a low-rank tensor approach to approximate linear transport and nonlinear Vlasov solutions and their associated flow maps. The approach takes advantage of the fact that the differential operators in the Vlasov equation is tensor…

Numerical Analysis · Mathematics 2022-03-23 Wei Guo , Jing-Mei Qiu

Low-Rank Adaptation (LoRA) has proven effective in reducing computational costs while maintaining performance comparable to fully fine-tuned foundation models across various tasks. However, its fixed low-rank structure restricts its…

Computer Vision and Pattern Recognition · Computer Science 2025-07-02 Chuyan Zhang , Kefan Wang , Yun Gu

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 propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…

Numerical Analysis · Mathematics 2024-04-05 Hamad El Kahza , William Taitano , Jing-Mei Qiu , Luis Chacón

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

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

We proposed a novel dense line spectrum super-resolution algorithm, the DMRA, that leverages dynamical multi-resolution of atoms technique to address the limitation of traditional compressed sensing methods when handling dense point-source…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Mingguang Han , Yi Zeng , Xiaoguang Li , Tiejun Li

A rank-adaptive integrator for the dynamical low-rank approximation of matrix and tensor differential equations is presented. The fixed-rank integrator recently proposed by two of the authors is extended to allow for an adaptive choice of…

Numerical Analysis · Mathematics 2021-04-13 Gianluca Ceruti , Jonas Kusch , Christian Lubich