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  4. Robust high-order low-rank BUG integrators based on explicit Runge-Kutta methods
 
preprint

Robust high-order low-rank BUG integrators based on explicit Runge-Kutta methods

Nobile, Fabio  
•
Riffaud, Sébastien  
February 10, 2025

In this work, we propose high-order basis-update & Galerkin (BUG) integrators based on explicit Runge-Kutta methods for large-scale matrix differential equations. These dynamical low-rank integrators are high-order extensions of the BUG integrator and are constructed by performing one time-step of the first-order BUG integrator at each stage of the Runge-Kutta method. In this way, the resulting Runge-Kutta BUG integrator is robust to the presence of small singular values and does not involve backward time-integration steps. We provide an error bound, which shows that the Runge-Kutta BUG integrator retains the order of convergence of the associated Runge-Kutta method until the error reaches a plateau corresponding to the low-rank truncation and which vanishes as the rank increases. This error bound is finally validated numerically on three different test cases. The results demonstrate the high-order convergence of the Runge-Kutta BUG integrator and its superior accuracy compared to other low-rank integrators proposed in the literature.

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Type
preprint
ArXiv ID

2502.07040

Author(s)
Nobile, Fabio  

EPFL

Riffaud, Sébastien  

EPFL

Date Issued

2025-02-10

Subjects

Mathematics - Numerical Analysis

•

Computer Science - Numerical Analysis

•

Mathematics - Dynamical Systems

Subjects arXiv

math.NA

•

cs.NA

•

math.DS

URL

ArXiv

https://arxiv.org/abs/2502.07040
Written at

EPFL

EPFL units
CSQI  
Available on Infoscience
April 8, 2025
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/248830
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