Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes (Q6154958)

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scientific article; zbMATH DE number 7805923
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Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes
scientific article; zbMATH DE number 7805923

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    Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes (English)
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    16 February 2024
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    dynamical low-rank approximation
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    dynamically orthogonal equations
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    matrix differential equations
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    stochastic differential equations
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    uncertainty quantification
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    reduced-order modeling
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    differential geometry
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    retraction
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    fixed-rank matrix manifold
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