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arXiv 2203.08455math.NAcs.NA
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Low-rank Parareal:一种低秩时间并行积分器

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

Benjamin Carrel, Martin J. Gander, Bart Vandereycken

摘要:

在这项工作中,Parareal算法被应用到进化问题,承认良好的低秩近似和动态低秩近似(DLRA)可以用作时间步进。最近提出了许多离散积分DLRA的基础上分裂的投影向量场或通过应用投影龙格-库塔法。这些方法的成本和精度主要取决于为近似选择的秩。这些属性被用于一种新的方法,称为低秩Parareal,以获得时间并行DLRA求解器的演化问题。对仿射线性问题的算法进行了分析,并对结果进行了数值说明。

英文摘要:

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 field or by applying projected Runge--Kutta methods. The cost and accuracy of these methods are mostly governed by the rank chosen for the approximation. These properties are used in a new method, called low-rank Parareal, in order to obtain a time-parallel DLRA solver for evolution problems. The algorithm is analyzed on affine linear problems and the results are illustrated numerically.

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