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research article

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

Nobile, Fabio  
•
Trigo Trindade, Thomas Simon Spencer  
July 1, 2024
Computer Methods in Applied Mechanics and Engineering

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 Streamline 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.

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Type
research article
DOI
10.1016/j.cma.2024.117495
ArXiv ID

2407.01404

Author(s)
Nobile, Fabio  

EPFL

Trigo Trindade, Thomas Simon Spencer  

EPFL

Date Issued

2024-07-01

Publisher

Elsevier BV

Published in
Computer Methods in Applied Mechanics and Engineering
Volume

433

Issue

A

Article Number

117495

Subjects

Dynamical Low-Rank Approximation

•

SUPG stabilisation

•

Finite Element stabilisation

•

random time-dependent PDEs

•

advection-dominated problems

URL

Support code (Zenodo)

https://zenodo.org/records/12604980
Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
CSQI  
FunderFunding(s)Grant NumberGrant URL

Swiss National Science Foundation

Dynamical low rank methods for uncertainty quantification and data assimilation

200518

https://data.snf.ch/grants/grant/200518
RelationRelated workURL/DOI

Cites

Error estimates for SUPG-stabilised Dynamical Low Rank Approximations

https://infoscience.epfl.ch/handle/20.500.14299/206700
Available on Infoscience
July 23, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/240406
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