Related papers: A parallel rank-adaptive integrator for dynamical …
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…
In this work, we introduce high-order Basis-Update & Galerkin (BUG) integrators based on explicit Runge-Kutta methods for large-scale matrix differential equations. These dynamical low-rank integrators extend the BUG integrator to arbitrary…
Dynamical low-rank approximation has become a valuable tool to perform an on-the-fly model order reduction for prohibitively large matrix differential equations. A core ingredient is the construction of integrators that are robust to the…
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…
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…
Computing the numerical solution to high-dimensional tensor differential equations can lead to prohibitive computational costs and memory requirements. To reduce the memory and computational footprint, dynamical low-rank approximation…
We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…
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…
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…
We introduce a low-rank algorithm inspired by the Basis-Update and Galerkin (BUG) integrator to efficiently approximate solutions to Sylvester-type equations. The algorithm can exploit both the low-rank structure of the solution as well as…
Numerical simulations of kinetic problems can become prohibitively expensive due to their large memory requirements and computational costs. A method that has proven to successfully reduce these costs is the dynamical low-rank approximation…
A rank-adaptive integrator for the approximate solution of high-order tensor differential equations by tree tensor networks is proposed and analyzed. In a recursion from the leaves to the root, the integrator updates bases and then evolves…
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…
In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…
A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…
It is known that standard stochastic Galerkin methods face challenges when solving partial differential equations (PDEs) with random inputs. These challenges are typically attributed to the large number of required physical basis functions…
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…
Matrix differential Riccati equation (DRE) typically exhibits transient and steady-state phases, posing challenges for fixed-step time integration methods, which may lack accuracy during transients or oversample in steady regimes. In this…
Dynamical low-rank approximation in the Tucker tensor format of given large time-dependent tensors and of tensor differential equations is the subject of this paper. In particular, a discrete time integration method for rank-constrained…
The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly…