Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
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Publication:2055995
Initial value problems for second-order parabolic equations (35K15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical analysis (65-XX) Numerical methods for stiff equations (65L04) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)
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Cited in
(14)- Isogeometric analysis of diffusion problems on random surfaces
- On the Stability of Robust Dynamical Low-Rank Approximations for Hyperbolic Problems
- Dynamically Orthogonal Runge–Kutta Schemes with Perturbative Retractions for the Dynamical Low-Rank Approximation
- Low-rank tensor methods for partial differential equations
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations
- Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
- An adaptive method based on local dynamic mode decomposition for parametric dynamical systems
- From low-rank retractions to dynamical low-rank approximation and back
- Petrov-Galerkin dynamical low rank approximation: SUPG stabilisation of advection-dominated problems
- Error estimates for SUPG-stabilised dynamical low rank approximations
- Dynamical low-rank approximation for stochastic differential equations
- High-order BUG dynamical low-rank integrators based on explicit Runge-Kutta methods
- On the stability of the low-rank projector-splitting integrator for hyperbolic and parabolic equations
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