论文标题

低排名的伴奏:低排时平行的积分器

Low-rank Parareal: a low-rank parallel-in-time integrator

论文作者

Carrel, Benjamin, Gander, Martin J., Vandereycken, Bart

论文摘要

在这项工作中,瘫痪算法应用于允许良好的低级近似值的进化问题,并且可以将动态的低级别近似值(DLRA)用作时间步进。最近,基于将投影矢量字段拆分或应用预测的runge-kutta方法,已提出了许多DLRA的离散集成器。这些方法的成本和准确性主要受近似选择的等级的控制。这些属性以一种称为低级瘫痪的新方法使用,以获取用于进化问题的时间平行DLRA求解器。分析算法对仿射线性问题进行了分析,并以数值为单位说明结果。

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have recently been proposed, based on splitting the projected vector field or by applying projected Runge--Kutta methods. The cost and accuracy of these methods are mostly governed by the rank chosen for the approximation. These properties are used in a new method, called low-rank Parareal, in order to obtain a time-parallel DLRA solver for evolution problems. The algorithm is analyzed on affine linear problems and the results are illustrated numerically.

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