Robust implicit adaptive low rank time-stepping methods for matrix differential equations

DOI10.1007/S10915-025-02808-1MaRDI QIDQ7028714zbMATH OpenFDO

Authors Daniel Appelö, Yingda Cheng

Publication date 11 February 2025

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10915-025-02808-1

zbMATH Keywords

convergencedynamic low rank approximationmatrix differential equationstability

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Cites work

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Cited in

(6)

• High-order implicit low-rank method with spectral deferred correction for matrix differential equations
• Randomized methods for dynamical low-rank approximation
• A review of low-rank methods for time-dependent kinetic simulations
• Randomize low-rank Runge-Kutta methods
• Reduced augmentation implicit low-rank (RAIL) integrators for advection-diffusion and Fokker-Planck models
• A low-rank, high-order implicit-explicit integrator for three-dimensional convection-diffusion equations

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