Rank-adaptive dynamical low-rank integrators for first-order and second-order matrix differential equations

Abstract

Dynamical low-rank integrators for matrix differential equations recently attracted a lot of attention and have proven to be very efficient in various applications. In this paper, we propose a novel strategy for choosing the rank of the projector-splitting integrator of Lubich and Oseledets adaptively. It is based on a combination of error estimators for the local time-discretization error and for the low-rank error with the aim to balance both. This ensures that the convergence of the underlying time integrator is preserved. The adaptive algorithm works for projector-splitting integrator methods for first-order matrix differential equations and also for dynamical low-rank integrators for second-order equations, which use the projector-splitting integrator method in its substeps. Numerical experiments illustrate the performance of the new integrators.