A Dynamic Subspace Approach for Low-rank Approximation of Large-scale Nonlinear Systems

Fuente: arXiv
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Autori principali: DeChant, Jack, Geelen, Rudy, McQuarrie, Shane A., Guilleminot, Johann
Natura: Preprint
Pubblicazione: 2026
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author DeChant, Jack
Geelen, Rudy
McQuarrie, Shane A.
Guilleminot, Johann
author_facet DeChant, Jack
Geelen, Rudy
McQuarrie, Shane A.
Guilleminot, Johann
contents We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows for adaptive tracking of evolving physics. Our approach decouples the geometric drift of the subspace from the intrinsic state evolution. This avoids the typical rank inflation required by static low-dimensional approximation methods to maintain accuracy, effectively breaking the Kolmogorov barrier in transport-dominated phenomena. To ensure scalability for high-dimensional data, the optimization is performed in a reduced feature space, rendering the computational cost independent of the large original state dimension. Numerical results for a 1D transport equation and a large-scale turbulent airfoil wake demonstrate that this dynamic subspace approach achieves higher accuracy than static linear approximations at equivalent ranks, positioning it as a robust and scalable method for the low-rank modeling of complex, non-stationary dynamical systems.
format Preprint
id arxiv_https___arxiv_org_abs_2605_26025
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A Dynamic Subspace Approach for Low-rank Approximation of Large-scale Nonlinear Systems
DeChant, Jack
Geelen, Rudy
McQuarrie, Shane A.
Guilleminot, Johann
Numerical Analysis
We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows for adaptive tracking of evolving physics. Our approach decouples the geometric drift of the subspace from the intrinsic state evolution. This avoids the typical rank inflation required by static low-dimensional approximation methods to maintain accuracy, effectively breaking the Kolmogorov barrier in transport-dominated phenomena. To ensure scalability for high-dimensional data, the optimization is performed in a reduced feature space, rendering the computational cost independent of the large original state dimension. Numerical results for a 1D transport equation and a large-scale turbulent airfoil wake demonstrate that this dynamic subspace approach achieves higher accuracy than static linear approximations at equivalent ranks, positioning it as a robust and scalable method for the low-rank modeling of complex, non-stationary dynamical systems.
title A Dynamic Subspace Approach for Low-rank Approximation of Large-scale Nonlinear Systems
topic Numerical Analysis
url https://arxiv.org/abs/2605.26025