2021
DOI: 10.48550/arxiv.2104.05247
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A rank-adaptive robust integrator for dynamical low-rank approximation

Abstract: 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 the rank, using subspaces that are generated by the integrator itself. The integrator first updates the evolving bases and then does a Galerkin step in the subspace generated by both the new and old bases, which is followed by rank truncation to a given tolerance. It is shown… Show more

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Cited by 6 publications
(15 citation statements)
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“…An extension of this algorithm to rank adaptivity according to [2] is straight forward. We state the rank adaptive algorithm here, even though our numerical computations have all been done with the fixed rank integrator.…”
Section: Algorithmmentioning
confidence: 99%
See 1 more Smart Citation
“…An extension of this algorithm to rank adaptivity according to [2] is straight forward. We state the rank adaptive algorithm here, even though our numerical computations have all been done with the fixed rank integrator.…”
Section: Algorithmmentioning
confidence: 99%
“…Problems in which dynamical low-rank is successfully applied to reduce memory and computational costs are, e.g., kinetic theory [7,8,31,30,9,5,6,13,20] as well as uncertainty quantification [10,28,29,33,18]. Furthermore, DLRA allows for adaptive model refinement [4,2,32], where the main idea is to pick the rank of the solution representation adaptively. Recently, an approach to employ DLRA for computing rightmost eigenpairs has been proposed in [12].…”
Section: Introductionmentioning
confidence: 99%
“…The unconventional integrator has recently been extended to allow for rank adaptivity [8]. I.e., given a tolerance parameter ϑ, the integrator adapts the rank in time.…”
Section: Rank Adaptive Unconventional Integratormentioning
confidence: 99%
“…More exact dose calculation can be achieved by an appropriate Monte Carlo (MC) algorithm, where individual interacting particles are directly simulated [4]. However, while recent performance-tuned MC The efficiency of dynamical low-rank approximation has been demonstrated in several applications, including kinetic theory [14,15,37,36,16,12,13,8,30,11]. Two main challenges of DLRA in the context of kinetic theory and radiation transport specifically are the preservation of mass as well as capturing the asymptotic limit.…”
Section: Introductionmentioning
confidence: 99%
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