Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval.

An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of deterministic and stochastic basis functions, both of which evolve over time. A key to our proof is to find a suitable equivalent formulation of the original problem.