Randomize low-rank Runge-Kutta methods

DOI10.1137/24M1692691MaRDI QIDQ6967915zbMATH OpenFDO

Authors Hei Yin Lam, Gianluca Ceruti, Daniel Kressner

Publication date 25 June 2025

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1692691

zbMATH Keywords

matrix differential equationordinary differential equationrandomized algorithmRunge-Kutta

Mathematics Subject Classification ID

Numerical methods for matrix equations (65F45) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Randomized algorithms (68W20)

Cites work

• A DEIM Tucker tensor cross algorithm and its application to dynamical low-rank approximation
• A parallel rank-adaptive integrator for dynamical low-rank approximation
• A projector-splitting integrator for dynamical low-rank approximation
• A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems
• A robust second-order low-rank BUG integrator based on the midpoint rule
• An unconventional robust integrator for dynamical low-rank approximation
• Discretized dynamical low-rank approximation in the presence of small singular values
• Dynamical Low‐Rank Approximation
• Dynamically Orthogonal Runge–Kutta Schemes with Perturbative Retractions for the Dynamical Low-Rank Approximation
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• Geometric Methods on Low-Rank Matrix and Tensor Manifolds
• Geometric Numerical Integration
• scientific article; zbMATH DE number 4041188 (Why is no real title available?)
• Implicit low-rank Riemannian schemes for the time integration of stiff partial differential equations
• Nonlinear model reduction via discrete empirical interpolation
• Practical sketching algorithms for low-rank matrix approximation
• Projection methods for dynamical low-rank approximation of high-dimensional problems
• Randomized low-rank approximation of parameter-dependent matrices.
• Recompression of Hadamard Products of Tensors in Tucker Format
• Robust implicit adaptive low rank time-stepping methods for matrix differential equations

Cited in

(3)

• High-order implicit low-rank method with spectral deferred correction for matrix differential equations
• High-order BUG dynamical low-rank integrators based on explicit Runge-Kutta methods
• Nonlinear model reduction for transport-dominated problems

This page was built for publication: Randomize low-rank Runge-Kutta methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6967915)