Low-rank approximation of linear parabolic equations by space-time tensor Galerkin methods
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Publication:5230146
Iterative numerical methods for linear systems (65F10) Initial-boundary value problems for second-order parabolic equations (35K20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)
Abstract: We devise a space-time tensor method for the low-rank approximation of linear parabolic evolution equations. The proposed method is a stable Galerkin method, uniformly in the discretization parameters, based on a Minimal Residual formulation of the evolution problem in Hilbert--Bochner spaces. The discrete solution is sought in a trial space composed of tensors of discrete functions in space and in time and is characterized as the unique minimizer of a discrete functional where the dual norm of the residual is evaluated in a space semi-discrete test space. The resulting global space-time linear system is solved iteratively by a greedy algorithm. Numerical results are presented to illustrate the performances of the proposed method on test cases including non-selfadjoint and time-dependent differential operators in space. The results are also compared to those obtained using a fully discrete Petrov--Galerkin setting to evaluate the dual residual norm.
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Cited in
(8)- Minimal residual space-time discretizations of parabolic equations: asymmetric spatial operators
- Multilevel preconditioning and low-rank tensor iteration for space-time simultaneous discretizations of parabolic PDEs
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- Space-time methods for time-dependent partial differential equations. Abstracts from the workshop held February 6--12, 2022
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