A review of low-rank methods for time-dependent kinetic simulations

Time-dependent kinetic models are ubiquitous in computational science and engineering. The underlying integro-differential equations in these models are high-dimensional, comprised of a six–dimensional phase space, making simulations of such phenomena extremely expensive. In this article we demonstrate that in many situations, the solution to kinetics problems lives on a low dimensional manifold that can be described by a low-rank matrix or tensor approximation. We then review the recent development of so-called low-rank methods that evolve the solution on this manifold. The two classes of methods we review are the dynamical low-rank (DLR) method, which derives differential equations for the low-rank factors, and a Step-and-Truncate (SAT) approach, which projects the solution onto the low-rank representation after each time step. Thorough discussions of time integrators, tensor decompositions , and method properties such as structure preservation and computational efficiency are included. We further show examples of low-rank methods as applied to particle transport and plasma dynamics .