Dynamical low-rank integrators for second-order matrix differential equations

被引:3
作者
Hochbruck, Marlis [1 ]
Neher, Markus [1 ]
Schrammer, Stefan [1 ]
机构
[1] Karlsruhe Inst Technol, Inst Appl & Numer Math, Karlsruhe, Germany
关键词
Dynamical low-rank approximation; Matrix differential equations; PROJECTOR-SPLITTING INTEGRATOR; TIME INTEGRATION;
D O I
10.1007/s10543-023-00941-7
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, we construct and analyze a new dynamical low-rank integrator for second-order matrix differential equations. The method is based on a combination of the projector-splitting integrator introduced in Lubich and Oseledets (BIT 54(1):171-188, 2014. ) and a Strang splitting. We also present a variant of the new integrator which is tailored to semilinear second-order problems.
引用
收藏
页数:21
相关论文
共 16 条
[1]   ON LEAPFROG-CHEBYSHEV SCHEMES [J].
Carle, Constantin ;
Hochbruck, Marlis ;
Sturm, Andreas .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 58 (04) :2404-2433
[2]   An unconventional robust integrator for dynamical low-rank approximation [J].
Ceruti, Gianluca ;
Lubich, Christian .
BIT NUMERICAL MATHEMATICS, 2022, 62 (01) :23-44
[3]   TIME INTEGRATION OF TREE TENSOR NETWORKS [J].
Ceruti, Gianluca ;
Lubich, Christian ;
Walach, Hanna .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 59 (01) :289-313
[4]   A low-rank projector-splitting integrator for the Vlasov-Maxwell equations with divergence correction [J].
Einkemmer, Lukas ;
Ostermann, Alexander ;
Piazzola, Chiara .
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 403
[5]   A LOW-RANK PROJECTOR-SPLITTING INTEGRATOR FOR THE VLASOV-POISSON EQUATION [J].
Einkemmer, Lukas ;
Lubich, Christian .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2018, 40 (05) :B1330-B1360
[6]  
Hairer E., 2003, Acta Numerica, V12, P399, DOI 10.1017/S0962492902000144
[7]  
Hochbruck M., 2022, PREPRINT, DOI [/10.5445/IR/1000143198, DOI 10.5445/IR/1000143198]
[8]   Optimized higher order time discretization of second order hyperbolic problems: Construction and numerical study [J].
Joly, P. ;
Rodriguez, J. .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 234 (06) :1953-1961
[9]   DISCRETIZED DYNAMICAL LOW-RANK APPROXIMATION IN THE PRESENCE OF SMALL SINGULAR VALUES [J].
Kieri, Emil ;
Lubich, Christian ;
Walach, Hanna .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2016, 54 (02) :1020-1038
[10]   Dynamical low-rank approximation [J].
Koch, Othmar ;
Lubich, Christian .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2007, 29 (02) :434-454