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arXiv 2407.01404math.NAcs.NA
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Petrov-Galerkin 动态低秩近似:对流主导问题的 SUPG 稳定化

Petrov-Galerkin Dynamical Low Rank Approximation:SUPG stabilisation of advection-dominated problems

Fabio Nobile, Thomas Trigo Trindade

AI总结:

本文提出广义 Petrov-Galerkin 动态低秩近似框架,将 SUPG 稳定化技术无缝融入随机偏微分方程的低秩求解,并通过数值实验验证其稳定化性质在 DLR 框架中得以保持。

摘要:

我们在随机偏微分方程背景下提出了一种广义 Petrov-Galerkin 动态低秩近似(DLR)的新框架。该框架建立在标准动态低秩近似的动态正交公式之上,能够无缝地融入许多标准且经过充分研究的稳定化技术,这些技术可以被表述为广义 Galerkin 方法或 Petrov-Galerkin 方法。随后,该框架被应用于输运场具有小随机扰动的对流主导问题的流线迎风/Petrov-Galerkin(SUPG)稳定化。分析了两种时间离散格式的范数稳定性。数值实验证实,SUPG 方法的稳定化性质自然地延续到了 DLR 框架中。

英文摘要:

We propose a novel framework of generalised Petrov-Galerkin Dynamical Low Rank Approximations (DLR) in the context of random PDEs. It builds on the standard Dynamical Low Rank Approximations in their Dynamically Orthogonal formulation. It allows to seamlessly build-in many standard and well-studied stabilisation techniques that can be framed as either generalised Galerkin methods, or Petrov-Galerkin methods. The framework is subsequently applied to the case of Streamine Upwind/Petrov Galerkin (SUPG) stabilisation of advection-dominated problems with small stochastic perturbations of the transport field. The norm-stability properties of two time discretisations are analysed. Numerical experiments confirm that the stabilising properties of the SUPG method naturally carry over to the DLR framework.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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