Abstract
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.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
