High order approximations of the operator Lyapunov equation have low rank

DOI10.1007/S10543-022-00917-ZMaRDI QIDQ2100544zbMATH OpenOpenAlexWikidataFDO

Authors Luka Grubišić, Harri Hakula

Publication date 22 November 2022

Published in BIT (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10543-022-00917-z

zbMATH Keywords

\(hp\)-finite element methodsexponential decaylow-rank approximationLyapunov equation

Mathematics Subject Classification ID

Positive solutions to PDEs (35B09) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Linear systems in control theory (93C05)

Review text

When dealing with non-local operators, low-rank approximation methods are turning out to be a method of choice both for theoretical analysis as well as a foundation for constructing high performance numerical algorithms. This work presents a low-rank greedily adapted \(hp\)-finite element algorithm for computing an approximation to the solution of the Lyapunov operator equation. The authors show that there is a hidden regularity in eigenfunctions of the solution of the Lyapunov equation which can be utilized to justify the use of high-order finite element spaces. Numerical experiments indicate that they achieve eight figures of accuracy for computing the trace of the solution of the Lyapunov equation posed in a dumbbell-domain using a finite element space of dimension of only 104 degrees of freedom. Even more surprising is the observation that the \(hp\)-refinement has an effect of reducing the rank of the approximation of the solution.

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