Nonnegative Low-Rank Matrix Correction under an Orthogonality Constraint in Conservative Vlasov Simulations
Abstract
In low-rank numerical methods for Vlasov dynamics, the SVD-type truncation procedure may introduce negative entries into the numerical solution.
Such negative values are unphysical because the solution is a probability distribution function.
We design optimization-based post-processing algorithms to recover nonnegativity while preserving the macroscopic quantities (density, momentum, and energy) pointwise.
The preservation of the macroscopic quantities is written as an orthogonality constraint on the correction term.
For a convex formulation based on squared nuclear norm minimization, we show that the proximal operator with the orthogonality constraint is characterized by an implicit singular value thresholding equation, and the threshold can be computed efficiently by bisection.
Based on this result, we develop five algorithms for the convex formulation: Douglas--Rachford splitting, restarted dual FISTA, restarted dual accelerated gradient descent, dual PR+ conjugate gradient, and dual L-BFGS.
We also consider a non-convex formulation with an explicit rank constraint and develop a tangent-space accelerated alternating projection algorithm that only requires a \(2r \times 2r\) SVD per iteration.
Numerical results for a Landau damping test case show that the proposed algorithms give comparable correction quality.
Among them, the tangent-space accelerated alternating projection is the most cost-efficient, increasingly so as the problem size grows.
We further demonstrate the correction as a positivity limiter inside a time-dependent conservative low-rank Vlasov solver, where it removes the negativity introduced by the SVD-type truncation while preserving the conserved mass, momentum, and energy.
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