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...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial & Applied Mathematics (SIAM)
2024
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/1721.1/153761 |