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• W3161187945 abstract "Abstract We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation. Furthermore, the integrator is extended to the approximation of time-dependent tensors by Tucker tensors of fixed multilinear rank. The proposed low-rank integrator is different from the known projector-splitting integrator for dynamical low-rank approximation, but it retains the important robustness to small singular values that has so far been known only for the projector-splitting integrator. The new integrator also offers some potential advantages over the projector-splitting integrator: It avoids the backward time integration substep of the projector-splitting integrator, which is a potentially unstable substep for dissipative problems. It offers more parallelism, and it preserves symmetry or anti-symmetry of the matrix or tensor when the differential equation does. Numerical experiments illustrate the behaviour of the proposed integrator." @default.
• W3161187945 created "2021-05-24" @default.
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• W3161187945 date "2021-05-10" @default.
• W3161187945 modified "2023-10-01" @default.
• W3161187945 title "An unconventional robust integrator for dynamical low-rank approximation" @default.
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• W3161187945 doi "https://doi.org/10.1007/s10543-021-00873-0" @default.
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