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Main Authors: Ding, Zhiyan, Einkemmer, Lukas, Li, Qin
Format: Preprint
Published: 2019
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Online Access:https://arxiv.org/abs/1907.04247
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author Ding, Zhiyan
Einkemmer, Lukas
Li, Qin
author_facet Ding, Zhiyan
Einkemmer, Lukas
Li, Qin
contents Dynamical low-rank algorithms are a class of numerical methods that compute low-rank approximations of dynamical systems. This is accomplished by projecting the dynamics onto a low-dimensional manifold and writing the solution directly in terms of the low-rank factors. The approach has been successfully applied to many types of differential equations. Recently, efficient dynamical low-rank algorithms have been applied to treat kinetic equations, including the Vlasov--Poisson and the Boltzmann equation, where it was demonstrated that the methods are able to capture the low-rank structure of the solution and significantly reduce numerical cost, while often maintaining high accuracy. However, no numerical analysis is currently available. In this paper, we investigate the error analysis for a dynamical low-rank algorithm applied to the multi-scale linear Boltzmann equation (a classical model in kinetic theory) to showcase the validity of the application of dynamical low-rank algorithms to kinetic theory. The equation, in its parabolic regime, is known to be rank one theoretically, and we will prove that the scheme can dynamically and automatically capture this low-rank structure. This work thus serves as the first mathematical error analysis for a dynamical low-rank approximation applied to a kinetic problem.
format Preprint
id arxiv_https___arxiv_org_abs_1907_04247
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle Dynamical low-rank integrator for the linear Boltzmann equation: error analysis in the diffusion limit
Ding, Zhiyan
Einkemmer, Lukas
Li, Qin
Numerical Analysis
65F55, 35L02, 65M06, 80A21
Dynamical low-rank algorithms are a class of numerical methods that compute low-rank approximations of dynamical systems. This is accomplished by projecting the dynamics onto a low-dimensional manifold and writing the solution directly in terms of the low-rank factors. The approach has been successfully applied to many types of differential equations. Recently, efficient dynamical low-rank algorithms have been applied to treat kinetic equations, including the Vlasov--Poisson and the Boltzmann equation, where it was demonstrated that the methods are able to capture the low-rank structure of the solution and significantly reduce numerical cost, while often maintaining high accuracy. However, no numerical analysis is currently available. In this paper, we investigate the error analysis for a dynamical low-rank algorithm applied to the multi-scale linear Boltzmann equation (a classical model in kinetic theory) to showcase the validity of the application of dynamical low-rank algorithms to kinetic theory. The equation, in its parabolic regime, is known to be rank one theoretically, and we will prove that the scheme can dynamically and automatically capture this low-rank structure. This work thus serves as the first mathematical error analysis for a dynamical low-rank approximation applied to a kinetic problem.
title Dynamical low-rank integrator for the linear Boltzmann equation: error analysis in the diffusion limit
topic Numerical Analysis
65F55, 35L02, 65M06, 80A21
url https://arxiv.org/abs/1907.04247