论文标题
一种预测校正策略,用于在动态低级别近似中适应性
A Predictor-Corrector Strategy for Adaptivity in Dynamical Low-Rank Approximations
论文作者
论文摘要
在本文中,我们提出了一种预测 - 校正策略,用于构建基质值ode系统的等级自适应动力学低级近似(DLRA)。该策略是(i)(i)低级别的步进方法之间的折衷方案,该方法交替发展和压缩解决方案,以及(ii)严格的DLRA方法,使用DLRA Integator在本地生成的子空间来增强低级歧管。该策略基于对环境全级空间的远期时间更新之间的误差的分析,该空间通常在重新压缩之前以阶跃截断方法进行计算,而标准DLRA更新被迫生活在低级别的歧视中。我们使用此错误,而无需其全级表示,以纠正DLRA解决方案。维持误差低级别表示的关键要素是随机的奇异值分解(SVD),它将一定程度的随机变异性引入实现。该策略是在不连续的部分微分方程的不连续的Galerkin空间离散的背景下制定和实施的,并应用于文献中发现的几种版本的DLRA方法以及新的变体。比较预测器 - 校正策略与其他方法的数值实验表明了稳健性,以克服步骤截断或严格的DLRA方法的短词:前者可能需要比严格所需的记忆更多的记忆,而后者可能会错过无法恢复的瞬态解决方案特征。还探讨了随机化,公差和其他实现参数的影响。
In this paper, we present a predictor-corrector strategy for constructing rank-adaptive dynamical low-rank approximations (DLRAs) of matrix-valued ODE systems. The strategy is a compromise between (i) low-rank step-truncation approaches that alternately evolve and compress solutions and (ii) strict DLRA approaches that augment the low-rank manifold using subspaces generated locally in time by the DLRA integrator. The strategy is based on an analysis of the error between a forward temporal update into the ambient full-rank space, which is typically computed in a step-truncation approach before re-compressing, and the standard DLRA update, which is forced to live in a low-rank manifold. We use this error, without requiring its full-rank representation, to correct the DLRA solution. A key ingredient for maintaining a low-rank representation of the error is a randomized singular value decomposition (SVD), which introduces some degree of stochastic variability into the implementation. The strategy is formulated and implemented in the context of discontinuous Galerkin spatial discretizations of partial differential equations and applied to several versions of DLRA methods found in the literature, as well as a new variant. Numerical experiments comparing the predictor-corrector strategy to other methods demonstrate robustness to overcome short-comings of step truncation or strict DLRA approaches: the former may require more memory than is strictly needed while the latter may miss transients solution features that cannot be recovered. The effect of randomization, tolerances, and other implementation parameters is also explored.