Dynamical low-rank integrators for second-order matrix differential equations
Hochbruck, Marlis; Neher, Markus; Schrammer, Stefan
Abstract:
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 [11] and a Strang splitting. We also present a variant of the new integrator which is tailored to stiff second-order problems.
| Zugehörige Institution(en) am KIT | Institut für Angewandte und Numerische Mathematik (IANM) Sonderforschungsbereich 1173 (SFB 1173) |
| Publikationstyp | Forschungsbericht/Preprint |
| Publikationsmonat/-jahr | 02.2022 |
| Sprache | Englisch |
| Identifikator | ISSN: 2365-662X KITopen-ID: 1000143003 |
| Verlag | Karlsruher Institut für Technologie (KIT) |
| Umfang | 16 S. |
| Serie | CRC 1173 Preprint ; 2022/12 |
| Projektinformation | SFB 1173/2 (DFG, DFG KOORD, SFB 1173/2 2019) |
| Externe Relationen | Siehe auch |
| Schlagwörter | dynamical low-rank approximation, matrix differential equations |
| Relationen in KITopen |