High-Order BUG Dynamical Low-Rank Integrators Based on Explicit Runge-Kutta Methods.
- 1CSQI Chair, École Polytechnique Fédérale de Lausanne, Lausanne, 1015 Switzerland
Abstract
In this work, we introduce high-order Basis-Update & Galerkin (BUG) integrators based on explicit Runge-Kutta methods for large-scale matrix differential equations. These dynamical low-rank integrators extend the BUG integrator [1] to arbitrary explicit Runge-Kutta schemes by performing a BUG step at each stage of the method. The resulting Runge-Kutta BUG (RK-BUG) integrators are robust with respect to small singular values, fully forward in time, and high-order accurate, while enabling conservation and rank adaptivity. We prove that RK-BUG integrators retain the order of convergence of the underlying Runge-Kutta method until the error reaches a plateau corresponding to the low-rank truncation error, which vanishes as the rank becomes full. This theoretical analysis is supported by several numerical experiments. The results demonstrate the high-order convergence of the RK-BUG integrator and its superior accuracy compared to other existing dynamical low-rank integrators.
Related
- Average Energy Dissipation Rates of Implicit-Explicit Runge-Kutta Methods for Gradient Flow Problems
- Unconditionally L2-stable explicit--implicit--null filtered Runge--Kutta methods for general nonlinear degenerate parabolic equations
- High-order robust basis-update & Galerkin integrators for dynamical low-rank approximation
- Order Reduction of Exponential Runge--Kutta Methods: Fourth-Order Schemes for Non-Commuting Operators
- Adaptive Diagonally Implicit Runge-Kutta Methods Devoid of Order Reduction for Semilinear ODEs
BibTeX
@article{nobile2026highorder,
title = {{High-Order BUG Dynamical Low-Rank Integrators Based on Explicit Runge-Kutta Methods.}},
author = {Fabio Nobile and Sébastien Riffaud},
journal = {Journal of scientific computing},
year = {2026},
month = may,
doi = {10.1007/s10915-026-03317-5},
url = {https://europepmc.org/article/MED/42898398},
note = {CC BY},
}
RIS
TY - JOUR
TI - High-Order BUG Dynamical Low-Rank Integrators Based on Explicit Runge-Kutta Methods.
AU - Fabio Nobile
AU - Sébastien Riffaud
PY - 2026
DA - 2026/05/13
JO - Journal of scientific computing
DO - 10.1007/s10915-026-03317-5
UR - https://europepmc.org/article/MED/42898398
AB - In this work, we introduce high-order Basis-Update & Galerkin (BUG) integrators based on explicit Runge-Kutta methods for large-scale matrix differential equations. These dynamical low-rank integrators extend the BUG integrator [1] to arbitrary explicit Runge-Kutta schemes by performing a BUG step at each stage of the method. The resulting Runge-Kutta BUG (RK-BUG) integrators are robust with respect to small singular values, fully forward in time, and high-order accurate, while enabling conservation and rank adaptivity. We prove that RK-BUG integrators retain the order of convergence of the underlying Runge-Kutta method until the error reaches a plateau corresponding to the low-rank truncation error, which vanishes as the rank becomes full. This theoretical analysis is supported by several numerical experiments. The results demonstrate the high-order convergence of the RK-BUG integrator and its superior accuracy compared to other existing dynamical low-rank integrators.
SN - 0885-7474
SN - 1573-7691
ER -