An unconventional robust integrator for dynamical low-rank approximation
From MaRDI portal
(Redirected from Publication:2114101)
dynamical low-rank approximationstructure-preserving integratormatrix and tensor differential equationsTucker tensor format
Multilinear algebra, tensor calculus (15A69) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
Abstract: We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation. Furthermore, the integrator is extended to the approximation of time-dependent tensors by Tucker tensors of fixed multilinear rank. The proposed low-rank integrator is different from the known projector-splitting integrator for dynamical low-rank approximation, but it retains the important robustness to small singular values that has so far been known only for the projector-splitting integrator. The new integrator also offers some potential advantages over the projector-splitting integrator: It avoids the backward time integration substep of the projector-splitting integrator, which is a potentially unstable substep for dissipative problems. It offers more parallelism, and it preserves symmetry or anti-symmetry of the matrix or tensor when the differential equation does. Numerical experiments illustrate the behaviour of the proposed integrator.
Recommendations
- A projector-splitting integrator for dynamical low-rank approximation
- A rank-adaptive robust integrator for dynamical low-rank approximation
- Discretized dynamical low-rank approximation in the presence of small singular values
- Time integration of symmetric and anti-symmetric low-rank matrices and Tucker tensors
- Time integration of rank-constrained Tucker tensors
Cites work
- A Multilinear Singular Value Decomposition
- A projector-splitting integrator for dynamical low-rank approximation
- Discretized dynamical low-rank approximation in the presence of small singular values
- Dynamical Low‐Rank Approximation
- Dynamical Tensor Approximation
- Existence of dynamical low-rank approximations to parabolic problems
- Solving Ordinary Differential Equations I
- Tensor Decompositions and Applications
- Time integration in the multiconfiguration time-dependent Hartree method of molecular quantum dynamics
- Time integration of rank-constrained Tucker tensors
- Time integration of symmetric and anti-symmetric low-rank matrices and Tucker tensors
- Time integration of tensor trains
- Time integration of tree tensor networks
Cited in
(78)- Adaptive Krylov Methods for Low-Rank Exponential Integrators
- Accelerating the simulation of kinetic shear Alfvén waves with a dynamical low-rank approximation
- A rank-adaptive robust integrator for dynamical low-rank approximation
- A sweep-based low-rank method for the discrete ordinate transport equation
- Robust and conservative dynamical low-rank methods for the Vlasov equation via a novel macro-micro decomposition
- Asymptotic-preserving and energy stable dynamical low-rank approximation for thermal radiative transfer equations
- A low-rank ODE for spectral clustering stability
- Randomize low-rank Runge-Kutta methods
- Time integration of tree tensor networks
- A semi-Lagrangian adaptive-rank (SLAR) method for linear advection and nonlinear Vlasov-Poisson system
- Time integration of tensor trains
- Time integration of symmetric and anti-symmetric low-rank matrices and Tucker tensors
- A projector-splitting integrator for dynamical low-rank approximation
- Dynamical low-rank integrators for second-order matrix differential equations
- Rank-adaptive dynamical low-rank integrators for first-order and second-order matrix differential equations
- From low-rank retractions to dynamical low-rank approximation and back
- Reduced augmentation implicit low-rank (RAIL) integrators for advection-diffusion and Fokker-Planck models
- Low-rank tensor methods for partial differential equations
- Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes
- Projection methods for dynamical low-rank approximation of high-dimensional problems
- A dynamical low-rank approach to solve the chemical master equation for biological reaction networks
- A robust second-order low-rank BUG integrator based on the midpoint rule
- A new splitting algorithm for dynamical low-rank approximation motivated by the fibre bundle structure of matrix manifolds
- Convergence of a low-rank Lie-Trotter splitting for stiff matrix differential equations
- Numerical low-rank approximation of matrix differential equations
- A robust and conservative dynamical low-rank algorithm
- On the Stability of Robust Dynamical Low-Rank Approximations for Hyperbolic Problems
- Implicit low-rank Riemannian schemes for the time integration of stiff partial differential equations
- Macro-micro decomposition for consistent and conservative model order reduction of hyperbolic shallow water moment equations: a study using POD-Galerkin and dynamical low-rank approximation
- Dynamical low-rank approximation for stochastic differential equations
- Towards dynamical low-rank approximation for neutrino kinetic equations. I: Analysis of an idealized relaxation model
- Robust implicit adaptive low rank time-stepping methods for matrix differential equations
- Full-rank and low-rank splitting methods for the Swift-Hohenberg equation
- Interpolatory dynamical low-rank approximation for the 3+3d Boltzmann-BGK equation
- Rank-Adaptive Time Integration of Tree Tensor Networks
- Asymptotic-Preserving and Energy Stable Dynamical Low-Rank Approximation
- Krylov-based adaptive-rank implicit time integrators for stiff problems with application to nonlinear Fokker-Planck kinetic models
- Efficient 6D Vlasov simulation using the dynamical low-rank framework \texttt{Ensign}
- High-order implicit low-rank method with spectral deferred correction for matrix differential equations
- A second-order dynamical low-rank mass-lumped finite element method for the Allen-Cahn equation
- Stabilization of a matrix via a low-rank-adaptive ODE
- Error estimates for SUPG-stabilised dynamical low rank approximations
- Adaptive integration of nonlinear evolution equations on tensor manifolds
- An adaptive-rank approach with greedy sampling for multi-scale BGK equations
- Discretized dynamical low-rank approximation in the presence of small singular values
- High-order BUG dynamical low-rank integrators based on explicit Runge-Kutta methods
- Stochastic dynamical low-rank approximation in the context of machine learning
- A parallel basis update and Galerkin integrator for tree tensor networks
- Dynamical low-rank approximation of the Vlasov–Poisson equation with piecewise linear spatial boundary
- Cross interpolation for solving high-dimensional dynamical systems on low-rank Tucker and tensor train manifolds
- Collocation methods for nonlinear differential equations on low-rank manifolds
- Randomized methods for dynamical low-rank approximation
- Hermite interpolation with retractions on manifolds
- Approximating maps into manifolds with lower curvature bounds
- Efficient dynamical low-rank approximation for the Vlasov-Ampère-Fokker-Planck system
- Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients
- An adaptive low-rank splitting approach for the extended Fisher-Kolmogorov equation
- Low-rank parareal: a low-rank parallel-in-time integrator
- High-order adaptive rank integrators for multiscale linear kinetic transport equations in the hierarchical Tucker format
- Manifold-valued function approximation from multiple tangent spaces
- A review of low-rank methods for time-dependent kinetic simulations
- A low-rank algorithm for strongly damped wave equations with visco-elastic damping and mass terms
- Preconditioning low rank generalized minimal residual method (GMRES) for implicit discretizations of matrix differential equations
- A high-order deterministic dynamical low-rank method for proton transport in heterogeneous media
- A Predictor-Corrector Strategy for Adaptivity in Dynamical Low-Rank Approximations
- Time-dependent low-rank input-output operator for forced linearized dynamics with unsteady base flows
- Geometric numerical integration. Abstracts from the workshop held March 28 -- April 3, 2021 (hybrid meeting)
- Petrov-Galerkin dynamical low rank approximation: SUPG stabilisation of advection-dominated problems
- A multi-fidelity adaptive dynamical low-rank based optimization algorithm for fission criticality problems
- Second-order robust parallel integrators for dynamical low-rank approximation
- An Asymptotic-Preserving Dynamical Low-Rank Semi-Lagrangian Method for Multiscale Linear Kinetic Transport Equations
- Nonnegative Low-Rank Matrix Correction under an Orthogonality Constraint in Conservative Vlasov Simulations
- A mass, momentum, and energy conservative dynamical low-rank scheme for the Vlasov equation
- A high-order/low-order (HOLO) algorithm for preserving conservation in time-dependent low-rank transport calculations
- An adaptive dynamical low rank method for the nonlinear Boltzmann equation
- Time integration of rank-constrained Tucker tensors
- Asymptotic-preserving dynamical low-rank method for the stiff nonlinear Boltzmann equation
- Low-rank approximation of parameter-dependent matrices via CUR decomposition
This page was built for publication: An unconventional robust integrator for dynamical low-rank approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2114101)
