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The primary challenge in solving kinetic equations, such as the Vlasov equation, is the high-dimensional phase space. In this context, dynamical low-rank approximations have emerged as a promising way to reduce the high computational cost…

Numerical Analysis · Mathematics 2021-07-28 Lukas Einkemmer , Ilon Joseph

Numerical methods that approximate the solution of the Vlasov-Poisson equation by a low-rank representation have been considered recently. These methods can be extremely effective from a computational point of view, but contrary to most…

Numerical Analysis · Mathematics 2018-07-09 Lukas Einkemmer , Christian Lubich

Dynamical low-rank algorithms are a class of numerical methods that compute low-rank approximations of dynamical systems. This is accomplished by projecting the dynamics onto a low-dimensional manifold and writing the solution directly in…

Numerical Analysis · Mathematics 2025-03-07 Zhiyan Ding , Lukas Einkemmer , Qin 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

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

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

The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

Computational Physics · Physics 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank

In the fields of control theory and machine learning, the dynamic low-rank approximation for large-scale matrices has received substantial attention. Considering large-scale semilinear stiff matrix differential equations, we propose…

Numerical Analysis · Mathematics 2025-10-14 Zi Wu , Yong-Liang Zhao , Xian-Ming Gu

Low-rank approximation is a technique to approximate a tensor or a matrix with a reduced rank to reduce the memory required and computational cost for simulation. Its broad applications include dimension reduction, signal processing,…

Computational Physics · Physics 2019-06-25 Zhuogang Peng , Ryan G. McClarren , Martin Frank

Damped wave equations have been used in many real-world fields. In this paper, we study a low-rank solution of the strongly damped wave equation with the damping term, visco-elastic damping term and mass term. Firstly, a second-order finite…

Numerical Analysis · Mathematics 2023-10-10 Yong-Liang Zhao , Xian-Ming Gu

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

Low-rank training methods reduce the number of trainable parameters by re-parameterizing the weights with matrix decompositions (e.g., singular value decomposition). However, enforcing a fixed low-rank structure caps the rank of the weight…

Machine Learning · Computer Science 2025-10-16 Hyuntak Shin , Aecheon Jung , Sungeun Hong , Sunwoo Lee

In this paper, we propose a domain decomposition dynamical low-rank method to solve high-dimensional radiative transfer problems and similar kinetic equations. The algorithm uses a separate low-rank approximation on each spatial subdomain,…

Numerical Analysis · Mathematics 2026-02-17 Stefan Brunner , Lukas Einkemmer , Terry Haut

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

In this paper, we extend the dynamical low-rank approximation method to the space of finite signed measures. Under this framework, we derive stochastic low-rank dynamics for stochastic differential equations (SDEs) coming from classical…

Numerical Analysis · Mathematics 2018-07-05 Yu Cao , Jianfeng Lu

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…

Numerical Analysis · Mathematics 2024-05-15 Benjamin Carrel , Bart Vandereycken

In this paper, we propose a conservative low rank tensor method to approximate nonlinear Vlasov solutions. The low rank approach is based on our earlier work (arxiv: 2106.08834). It takes advantage of the fact that the differential…

Numerical Analysis · Mathematics 2022-01-26 Wei Guo , Jing-Mei Qiu

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…

Numerical Analysis · Mathematics 2020-12-15 Antonio Fazzi , Nicola Guglielmi , Ivan Markovsky

With the growth of model and data sizes, a broad effort has been made to design pruning techniques that reduce the resource demand of deep learning pipelines, while retaining model performance. In order to reduce both inference and training…

Machine Learning · Computer Science 2026-02-24 Dayana Savostianova , Emanuele Zangrando , Gianluca Ceruti , Francesco Tudisco
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