Low Rank Time Integrators for Solving Time-Dependent PDEs


Jingmei Qiu


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.