Low-rank Parareal: a low-rank parallel-in-time integrator

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have recently been proposed, based on splitting the projected vector...

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Bibliographic Details
Published in:	BIT Vol. 63; no. 1; p. 13
Main Authors:	Carrel, Benjamin, Gander, Martin J., Vandereycken, Bart
Format:	Journal Article
Language:	English
Published:	Dordrecht Springer Netherlands 01.01.2023 Springer Nature B.V
Subjects:	Algorithms Approximation Computational Mathematics and Numerical Analysis Evolution Fields (mathematics) Integrators Mathematical analysis Mathematics Mathematics and Statistics Numeric Computing Runge-Kutta method Dynamical low-rank approximation 65L05 Matrix differential equation Parallel algorithm 65L70 65F55 Initial value problem 68W10 65L20 65F45
ISSN:	0006-3835, 1572-9125, 1572-9125
Online Access:	Get full text
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