Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes

Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes

We develop two new sets of stable, rank-adaptive Dynamically Orthogonal Runge-Kutta (DORK) schemes that capture the high-order curvature of the nonlinear low-rank manifold. The DORK schemes asymptotically approximate the truncated singular value decomposition at a greatly reduced cost while preservi...

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Bibliographic Details
Main Authors: Charous, Aaron, Lermusiaux, Pierre F. J.
Format: Article
Language:English
Published: Society for Industrial & Applied Mathematics (SIAM) 2024
Subjects:
Applied Mathematics
Computational Mathematics
Online Access:https://hdl.handle.net/1721.1/153761

Internet

https://hdl.handle.net/1721.1/153761

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