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DLR-UQ

This code framework can be used to reproduce all numerical results of the paper "Dynamical low-rank approximation for Burgers' equation with uncertainty". The code is written in the programming language Julia (Version 1.6.0).

The code uses the following Julia packages: PyPlot, NPZ, ProgressMeter, LinearAlgebra, GSL, FastTransforms, FastGaussQuadrature. Installing these packages can be done via the Julia package manager (https://docs.julialang.org/en/v1/stdlib/Pkg/).

To run the code, go into the Julia environment and type include("main.jl"). This section will generate all plots except for the rank study in Figure 6. This plot can be generated by typing include("driver.jl").

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