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  4. MATHICSE Technical Report: Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
 
working paper

MATHICSE Technical Report: Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval

Kazashi, Yoshihito  
•
Nobile, Fabio
February 6, 2020

An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of deterministic and stochastic basis functions, both of which evolve over time. A key to our proof is to find a suitable equivalent formulation of the original problem. The so-called Dual Dynamically Orthogonal formulation turns out to be convenient. Based on this formulation, the DLR approximation is recast to an abstract Cauchy problem in a suitable linear space, for which existence and uniqueness of the solution in the maximal interval are established.

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Type
working paper
DOI
10.5075/epfl-MATHICSE-274320
Author(s)
Kazashi, Yoshihito  
Nobile, Fabio
Corporate authors
MATHICSE-Group
Date Issued

2020-02-06

Publisher

MATHICSE

URL

arXiv

https://arxiv.org/abs/2002.02356
Editorial or Peer reviewed

NON-REVIEWED

Written at

EPFL

EPFL units
CSQI  
RelationURL/DOI

IsPreviousVersionOf

https://infoscience.epfl.ch/record/279461
Available on Infoscience
February 7, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/165200
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