On the Stability of Robust Dynamical Low-Rank Approximations for Hyperbolic Problems

Abstract

The dynamical low-rank approximation (DLRA) is used to treat high-dimensional problems that arise in such diverse fields as kinetic transport and uncertainty quantification. Even though it is well known that certain spatial and temporal discretizations when combined with the DLRA approach can result in numerical instability, this phenomenon is poorly understood. In this paper we perform an stability analysis for the corresponding nonlinear equations of motion. This reveals the source of the instability for the projector-splitting integrator [C. Lubich and I. V. Oseledets, BIT, 54 (2014), pp. 171–188] when first discretizing the equations and then applying the DLRA. Based on this we propose a projector-splitting integrator, based on applying DLRA to the continuous system before performing the discretization, that recovers the classic CFL condition. We also show that the unconventional integrator [G. Ceruti and C. Lubich, BIT, 62 (2021), pp. 23–44] has more favorable stability properties. Moreover, we explain why the projector-splitting integrator performs better when approximating higher moments, while the unconventional integrator is generally superior for first order moments. Furthermore, an efficient and stable dynamical low-rank update for the scattering term in kinetic transport is proposed. Numerical experiments for kinetic transport and uncertainty quantification, which confirm the results of the stability analysis, are presented.