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Computing numerical solutions of the thermal radiative transfer equations on a finely resolved grid can be costly due to high computational and memory requirements. A numerical reduced order method that has recently been applied to a wide…

Numerical Analysis · Mathematics 2026-05-25 Lena Baumann , Lukas Einkemmer , Christian Klingenberg , Jonas Kusch

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

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

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

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

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

Quantifying uncertainties in hyperbolic equations is a source of several challenges. First, the solution forms shocks leading to oscillatory behaviour in the numerical approximation of the solution. Second, the number of unknowns required…

Numerical Analysis · Mathematics 2021-05-11 Jonas Kusch , Gianluca Ceruti , Lukas Einkemmer , Martin Frank

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

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

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

A novel hybrid algorithm is presented for the Boltzmann-BGK equation, in which a low-rank decomposition is applied solely in the velocity subspace, while a full-rank representation is maintained in the physical (position) space. This…

Numerical Analysis · Mathematics 2025-08-25 Andres Galindo-Olarte , Joseph Nakao , Mirjeta Pasha , Jing-Mei Qiu , William Taitano

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

In kinetic theory, numerically solving the full Boltzmann equation is extremely expensive. This is because the Boltzmann collision operator involves a high-dimensional, nonlinear integral that must be evaluated at each spatial grid point…

Numerical Analysis · Mathematics 2025-02-14 Lukas Einkemmer , Jingwei Hu , Shiheng Zhang

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

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 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 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

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…

Numerical Analysis · Mathematics 2025-06-17 Lukas Einkemmer , Jonas Kusch , Steffen Schotthöfer

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

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
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