Error estimates for SUPG-stabilised Dynamical Low Rank Approximations
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2024
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866910319074344960 |
|---|---|
| author | Nobile, Fabio Trindade, Thomas Trigo |
| author_facet | Nobile, Fabio Trindade, Thomas Trigo |
| contents | We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. The time integration scheme has a splitting-like nature, allowing for potentially efficient computations of the factors characterising the discretised random field. The method allows to efficiently compute a low-rank approximation of the true solution, while naturally "inbuilding" the SUPG stabilisation. Standard error rates in the L2 and SUPG-norms are recovered. Numerical experiments validate the predicted rates. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_03586 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Error estimates for SUPG-stabilised Dynamical Low Rank Approximations Nobile, Fabio Trindade, Thomas Trigo Numerical Analysis 35R60, 65M60, 65M12 We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. The time integration scheme has a splitting-like nature, allowing for potentially efficient computations of the factors characterising the discretised random field. The method allows to efficiently compute a low-rank approximation of the true solution, while naturally "inbuilding" the SUPG stabilisation. Standard error rates in the L2 and SUPG-norms are recovered. Numerical experiments validate the predicted rates. |
| title | Error estimates for SUPG-stabilised Dynamical Low Rank Approximations |
| topic | Numerical Analysis 35R60, 65M60, 65M12 |
| url | https://arxiv.org/abs/2402.03586 |