Dynamically orthogonal numerical schemes for efficient stochastic advection and Lagrangian transport

DOI10.1137/16M1109394zbMATH Open1427.65006WikidataQ129398036 ScholiaQ129398036MaRDI QIDQ4580294FDOQ4580294

Authors: F. Feppon, P. F. J. Lermusiaux 

Publication date: 14 August 2018

Published in: SIAM Review (Search for Journal in Brave)

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zbMATH Keywords

singular value decompositionuncertainty quantificationLagrangian coherent structuresstochastic advectionflow-mapdynamically orthogonal decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Probabilistic models, generic numerical methods in probability and statistics (65C20) Methods of local Riemannian geometry (53B21) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (27)

• Iterated pressure-correction projection methods for the unsteady incompressible Navier-Stokes equations
• A rank-adaptive robust integrator for dynamical low-rank approximation
• Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows
• Stochastic time-optimal path-planning in uncertain, strong, and dynamic flows
• Commutation error in reduced order modeling of fluid flows
• Advection without compounding errors through flow map composition
• The Extrinsic Geometry of Dynamical Systems Tracking Nonlinear Matrix Projections
• Dynamically Orthogonal Runge–Kutta Schemes with Perturbative Retractions for the Dynamical Low-Rank Approximation
• Dynamical low-rank approximation to the solution of parabolic differential equations
• Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes
• 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
• Adaptive stochastic numerical scheme in parallel random walk models for transport problems in shallow water
• 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
• Symplectic dynamical low rank approximation of wave equations with random parameters
• Minimum-correction second-moment matching: theory, algorithms and applications
• Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
• An efficient Gauss-Newton-like method for the numerical solution of the Ornstein-Zernike integral equation for a class of fluid models
• Dynamical criteria for the evolution of the stochastic dimensionality in flows with uncertainty
• Low-rank parareal: a low-rank parallel-in-time integrator
• A mixed spectral treatment for the stochastic models with random parameters
• Petrov-Galerkin dynamical low rank approximation: SUPG stabilisation of advection-dominated problems
• Bayesian learning of stochastic dynamical models
• A low-rank power iteration scheme for neutron transport criticality problems
• A geometric approach to dynamical model order reduction
• Numerically modeling stochastic Lie transport in fluid dynamics

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