Low-rank approximation of linear parabolic equations by space-time tensor Galerkin methods
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Publication:5230146
DOI10.1051/M2AN/2018073zbMATH Open1422.65250arXiv1712.07256OpenAlexW2775996934MaRDI QIDQ5230146FDOQ5230146
Authors: Thomas Boiveau, Alexandre Ern, A. Nouy, Virginie Ehrlacher 
Publication date: 20 August 2019
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1712.07256
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