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Dynamical Low-Rank Integrator for the Linear Boltzmann Equation: Error Analysis in the Diffusion Limit

Dynamical low-rank algorithms are a class of numerical methods that compute lowrank approximations of dynamical systems. This is accomplished by projecting the dynamics onto a low-dimensional manifold and writing the solution directly in terms of the low-rank factors. The approach has been successfully applied to many types of differential equations. Recently, efficient dynamical low-rank algorithms have been applied in [11, 15] to treat kinetic equations, including the Vlasov–Poisson and the Boltzmann equation, where it was demonstrated that the methods are able to capture the low rank structure of the solution and significantly reduce numerical cost, while often maintaining high accuracy. However, no numerical analysis is currently available. In this paper, we investigate the error analysis for a dynamical low-rank algorithm applied to the multi-scale linear Boltzmann equation (a classical model in kinetic theory) to showcase the validity of the application of dynamical low-rank algorithms to kinetic theory. The equation, in its parabolic regime is known to be rank one theoretically, and we will prove that the scheme can dynamically and automatically capture this low-rank structure. This work thus serves as the first mathematical error analysis for a dynamical low rank approximation applied to a kinetic problem.