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  4. Error estimates for SUPG-stabilised Dynamical Low Rank Approximations
 
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Error estimates for SUPG-stabilised Dynamical Low Rank Approximations

Nobile, Fabio  
•
Trigo Trindade, Thomas Simon Spencer  
Sequeira, Adélia
•
Silvestre, Ana
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April 28, 2025
Numerical Mathematics and Advanced Applications ENUMATH 2023
European Conference on Numerical Mathematics and Advanced Applications

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.

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ErrEstimSUPGDLR.pdf

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openaccess

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