Applied & Computational Mathematics seminar: High-order implicit low-rank time integrators for advection-diffusion and Fokker-Planck models

Speaker:  Joseph Nakao, Swarthmore College

Title:  High-order implicit low-rank time integrators for advection-diffusion and Fokker-Planck models

Abstract:  Dynamical low-rank (DLR) methods have become a popular way to efficiently solve time-dependent problems that have low-rank structures. Some of the equations of interest contain stiff operators that require implicit time integrators for reasonable computational efficiency. However, achieving high-order accuracy using implicit time integrators in the low-rank framework remains a challenge. We propose a new low-rank method similar in spirit to the DLR framework, called the reduced augmentation implicit low-rank (RAIL) scheme, that incorporates high-order implicit time integrators.

Time:  Friday, March 15, 2024 - 1:30pm-2:30pm

Place:  Exploratory Hall, room 4106