Related papers: A high-order deterministic dynamical low-rank meth…
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…
Deterministically solving charged particle transport problems at a sufficient spatial and angular resolution is often prohibitively expensive, especially due to their highly forward peaked scattering. We propose a model order reduction…
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…
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…
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…
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…
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…
The dynamical low-rank (DLR) approximation is an efficient technique to approximate the solution to matrix differential equations. Recently, the DLR method was applied to radiation transport calculations to reduce memory requirements and…
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…
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…
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…
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…
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)…
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,…
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,…
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…
Next generation online and real-time adaptive radiotherapy workflows require precise particle transport simulations in sub-second times, which is unfeasible with current analytical pencil beam algorithms (PBA) or stochastic Monte Carlo (MC)…
Computing effective eigenvalues for neutron transport often requires a fine numerical resolution. The main challenge of such computations is the high memory effort of classical solvers, which limits the accuracy of chosen discretizations.…
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…
Fine-tuning large-scale pre-trained models is inherently a resource-intensive task. While it can enhance the capabilities of the model, it also incurs substantial computational costs, posing challenges to the practical application of…