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Carmela Scalone

Publications and source records attributed to Carmela Scalone.

3 recordsLinked to original sources

Structure-Preserving Dynamical Low-Rank Approximations for Stochastic Vlasov--Poisson Equations

We propose structure-preserving dynamical low-rank methods for stochastic Vlasov--Poisson equations with transport noise. We first derive the continuous low-rank evolution equations and show that, by including fixed velocity modes associated with the conserved quantities, the low-rank dynamics inherits the mass, momentum, and energy balance laws of the original stochastic model. We then develop two augmented basis-update Galerkin (BUG) integrators based on two stochastic discretizations: an Euler--Maruyama scheme applied to the equivalent It\^o formulation and a Heun scheme applied directly to the Stratonovich formulation. These two choices allow us to study how the stochastic time discretization interacts with the conservative low-rank framework. In both cases, basis augmentation and conservative rank truncation retain the relevant moment spaces and provide robustness under rank reduction. Numerical experiments demonstrate the conservation properties of the proposed methods and compare the augmentation requirements, stochastic correction terms, and momentum and energy behavior induced by the two stochastic formulations.

math.NA

Computing the Nonnegative Low-Rank Leading Eigenmatrix and its Applications to Markov Grids and Metzler Operators

We consider in this paper the problem of computing a nonnegative low-rank approximation of the rightmost eigenpair of a linear matrix-valued real operator. We propose an algorithm based on the time integration of a suitable differential system, whose solution is parametrized according to a nonnegative factorization. The conservation of the nonnegativity is theoretically motivated by the Perron-Frobenius theorem, while the computation of the rightmost eigenpair is motivated by two applications: (1) a new class of Markov chains, which we called Markov grids, whose transition matrices can be decomposed as the sum of Kronecker products, and (2) spatially structured systems in growth-diffusion operators arising for example in population and epidemic dynamics. Theoretical analysis and computational experiments show the effectiveness of the algorithm compared to standard approaches.

math.NA