Low rank Time integrators for solving time-dependent PDEs

Jingmei Qiu
University of Delaware
mathematical Sciences

I will provide overview of low rank time integrators for time dependent PDEs. These include an explicit scheme that involve a time stepping followed by a SVD truncation procedure with application to the Vlasov equations; two implicit schemes: Reduced Augmentation Implicit Low rank (RAIL) scheme and a Krylov subspace low rank scheme with applications to the heat equation and the Fokker-Planck equation; as well as implicit-explicit low rank integrators for advection-diffusion equations.

Presentation (PDF File)

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