A Parallel Rank-Adaptive Integrator for Dynamical Low-Rank Approximation

IF 3 2区 数学 Q1 MATHEMATICS, APPLIED SIAM Journal on Scientific Computing Pub Date : 2024-05-02 DOI:10.1137/23m1565103
Gianluca Ceruti, Jonas Kusch, Christian Lubich
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Abstract

SIAM Journal on Scientific Computing, Volume 46, Issue 3, Page B205-B228, June 2024.
Abstract. This work introduces a parallel and rank-adaptive matrix integrator for dynamical low-rank approximation. The method is related to the previously proposed rank-adaptive basis update and Galerkin (BUG) integrator but differs significantly in that all arising differential equations, both for the basis and the Galerkin coefficients, are solved in parallel. Moreover, this approach eliminates the need for a potentially costly coefficient update with augmented basis matrices. The integrator also incorporates a new step rejection strategy that enhances the robustness of both the parallel integrator and the BUG integrator. By construction, the parallel integrator inherits the robust error bound of the BUG and projector-splitting integrators. Comparisons of the parallel and BUG integrators are presented by a series of numerical experiments which demonstrate the efficiency of the proposed method, for problems from radiative transfer and radiation therapy.
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用于动态低方根逼近的并行等级自适应积分器
SIAM 科学计算期刊》,第 46 卷第 3 期,第 B205-B228 页,2024 年 6 月。 摘要本文介绍了一种用于动态低秩逼近的并行秩自适应矩阵积分器。该方法与之前提出的秩自适应基更新和 Galerkin(BUG)积分器有关,但有显著区别,即所有产生的微分方程,包括基和 Galerkin 系数,都是并行求解的。此外,这种方法还消除了使用增强基矩阵更新系数的潜在成本。积分器还采用了新的阶跃抑制策略,增强了并行积分器和 BUG 积分器的鲁棒性。通过构造,并行积分器继承了 BUG 积分器和投影分割积分器的稳健误差约束。通过一系列数值实验对并行积分器和 BUG 积分器进行了比较,证明了针对辐射传输和放射治疗问题提出的方法的效率。
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来源期刊
CiteScore
5.50
自引率
3.20%
发文量
209
审稿时长
1 months
期刊介绍: The purpose of SIAM Journal on Scientific Computing (SISC) is to advance computational methods for solving scientific and engineering problems. SISC papers are classified into three categories: 1. Methods and Algorithms for Scientific Computing: Papers in this category may include theoretical analysis, provided that the relevance to applications in science and engineering is demonstrated. They should contain meaningful computational results and theoretical results or strong heuristics supporting the performance of new algorithms. 2. Computational Methods in Science and Engineering: Papers in this section will typically describe novel methodologies for solving a specific problem in computational science or engineering. They should contain enough information about the application to orient other computational scientists but should omit details of interest mainly to the applications specialist. 3. Software and High-Performance Computing: Papers in this category should concern the novel design and development of computational methods and high-quality software, parallel algorithms, high-performance computing issues, new architectures, data analysis, or visualization. The primary focus should be on computational methods that have potentially large impact for an important class of scientific or engineering problems.
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