Projection Methods for Dynamical Low-Rank Approximation of High-Dimensional Problems

Source abstract

Abstract We consider dynamical low-rank approximation on the manifold of fixed-rank matrices and tensor trains (also called matrix product states), and analyse projection methods for the time integration of such problems. First, under suitable approximability assumptions, we prove error estimates for the explicit Euler method equipped with quasi-optimal projections to the manifold. Then we discuss the possibilities and difficulties with higher-order explicit methods. In particular, we discuss ways for limiting rank growth in the increments, and robustness with respect to small singular values.