Error estimates for SUPG-stabilised Dynamical Low Rank Approximations
We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. The time integration scheme has a splitting-like nature, allowing for potentially efficient computations of the factors characterising the discretised random field. The method allows to efficiently compute a low-rank approximation of the true solution, while naturally "inbuilding" the SUPG stabilisation. Standard error rates in the L2 and SUPG-norms are recovered. Numerical experiments validate the predicted rates.
2402.03586
2025-04-28
Cham
978-3-031-86168-0
978-3-031-86169-7
Volume 2
Lecture Notes in Computational Science and Engineering; 154
2197-7100
1439-7358
438
447
Link to the conference paper
REVIEWED
EPFL
| Event name | Event acronym | Event place | Event date |
ENUMATH 2023 | Lisbon, Portugal | 2023-09-04 - 2023-09-08 | |
| Funder | Funding(s) | Grant Number | Grant URL |
Swiss National Science Foundation | Dynamical low rank methods for uncertainty quantification and data assimilation | 200518 | |
| Relation | Related work | URL/DOI |
IsSupplementedBy | ||
IsCitedBy | Petrov-Galerkin Dynamical Low Rank Approximation: SUPG stabilisation of advection-dominated problems | |